Ignore the "Optall2basic."

PROBLEM 2(6 points): Calculate the call premium using Black-Sholes for S-61 and K = 64, r-5%, t = .25, -0.2 (same as in Problem I) A. Show your new value for C. (I point) B. Calculate the call premium using Optall2basic.xls, and show the Optall2basic value for C Compare your manually-calculated call premium to this Optall2basic value; if there is a large discrepancy, check your manually-calculated value for errors. (1 point) C. Calculate the change in the premium by subtracting the call premium value you obtained in Problem 1, Part A from the value you obtained in Problem 2, Part A above, and show the result. (1 point) D. What Greek does this "change in premium" represent? Why is it positive? NOT "Because it is a call" Instead. why does the premium increase as S increases? Be specific.] (2 points)