Example Find the value of delta A of 6-mont European call option on a stock with a strike price equal to the current stock price (t=0). The interest rate is 6%. The volatility is 0.16. In S, + (+ 0 ? 12 ) K. Prove (SN'(d) Ke="(T-)N'(d,)) Prove (SN'(d) Ke="(T-1)N'(d,))