financial derivatives, please provide correct answer clearly. Thanks a lot for your help.

Question 5 0.0/12.0 points (graded) All assumptions of the Black-Scholes-Merton option pricing model hold. Stock XYZ is priced at Sxyz = $50. It has volatility o = 40% per year. The annualized continuously-compounded risk-free interest rate is r = 1.1%. (a) Compute the price of a European call option with strike price K = $48, which matures in 6 months. $ (b) Compute the option Delta at time t = 0. = 53. Compute the (c) Suppose that at time t = O the stock price changes instantaneously from Sxyz = 50 to Sxyz resulting change in the option price. $