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

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%. (d) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 53. Compute the resulting change in the value of the replicating portfolio for this option. (e) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 47. Compute the resulting change in the option price. $ (f) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 47. Compute the resulting change in the value of the replicating portfolio for this option. $ 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%. (d) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 53. Compute the resulting change in the value of the replicating portfolio for this option. (e) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 47. Compute the resulting change in the option price. $ (f) Suppose that at time t = 0 the stock price changes instantaneously from Sxyz = 50 to Sxyz = 47. Compute the resulting change in the value of the replicating portfolio for this option. $