Consider the price C^E (t) of the European call option in the Black-Scholes-Merton model. a) Calculate Theta:= Theta = partial differential/partial differential t C^E (t). Is the price C^E(t) of the European call option an increasing or a decreasing function of time t? b) Calculate Delta:= Delta = partial differential/partial differential S(t). Is the price C^E(t) of the European call option an increasing or a decreasing function of the price S(t)? c) Calculate Vega:= partial differential/partial differential Sigma C^E(t) Is the price C^E(t) of the European call option an increasing or a decreasing function of the volatility Sigma? d) Calculate Rho:= rho = partial differential/partial differential r C^E(t). Is the price C^E(t) of the European call option an increasing or a decreasing function of the interest rate r