di = ln(S/E) 1. The Black-Scholes price for a European call option is C(S,t) = SNd) - "(T-t) E N(d) In(S/E) + (r+o/2) (T t) %, d2 = d - OVT - t OVT-t N2) = _ e-s2/2 ds. 27 J- (a) Compute the Delta, A = ac/as for the call, for any t