just give the correct answer

1. An analyst used the BSM model to estimate N(d1) as $0.6. Given that the price of the underlying stock increases by $0.50, calculate the approximate change in the price of the call option.

   1. -$0.2

   2. -$0.3

   3. +$0.2

   4. +$0.3

2. An analyst used the BSM model to estimate N(d1) as $0.6. Given that the price of the underlying stock increases by $0.50, calculate the approximate change in the price of the put option.

   1. -$0.2

   2. -$0.3

   3. +$0.2

   4. +$0.3

3. A 3X5 swaption is

   1. a swaption that expires in 3 years and the underlying swap matures 5 years after that.

   2. a swaption that expires in 3 years and the underlying swap matures 2 years after that.

   3. a swaption that expires in 2 years and the underlying swap matures 5 years after that.

   4. a swaption that expires in 2 years and the underlying swap matures 3 years after that.