Hello can someone help me in those mcqs please ............

An underlier is currently trading at $100, and the five year riskless rate is 10% pa. continuously compounded. What is the lower boundary for the v that expires in five years? 7. alue of a European vanilla Put option with a strike price of $170 (a) $0.00 (b) $3.11 (c) $26.57 (d) $53.82 8. Unde: what circumstances does a European vanilla option have a positive delta and a negative gamma? (a) Long Call option. (b) Short Call option. (c) Long Put option. (d) Short Put option. 9. Which of the following statements is true? (a) Geometric Brownian motion models the change in price of an option on the underlier. (b) Geometric Brownian motion produces a negative outcome if interest rates are very high. (c) Geometric Brownian motion exhibits increasing forecast uncertainty (d) Geometric Brownian motion exhibits increasing volatility. In Black-Scholes-Merton, which of the following inputs are random variables? 10. (a) Price of the underlier. (b) Time. (c) Volatility (d) All of the above. 11 ln Black-Scholes-Merton, what type of hedging is necessary and sufficient to eliminate all market risk? (a) (b) (c) (d) Static delta hedging Dynamic delta hedging. Gamma hedging Vega hedging