i need help with the following

10. All Black-Scholes assumptions hold. Medtronic (MDT) stock currently trades for $150, has a volatility of 50%, and pays no dividends. The risk-free rate is 5%. a. What is the price of a European put option with 3 months to maturity and a strike price of $140? C. b. Using put-call parity. Find the price of a European call option with 3 months to maturity and strike price of $140 If the delta of this call option is 0.7625 (A = 0.7625), what percentage increase in the call price would you expect for a 1% increase in the price of MDT? d. Now assume MDT will pay a dividend of $s right before the option matures. What should be the price of the call option? e. How will the price of the put option be affected by this dividend? Why? (1-2 sentence explanation)