Kindly assist me in getting the solutions for the following questions

An investor claims to be able to value an unusual derivative on a non-dividend paying share using the pricing formula: V = SieS where 5, denotes the price of the share at time /. (i) Derive formulae for the delta and gamma of the derivative, based on the pricing formula above. [2] (ii) For each of the following scenarios, calculate the number of shares that must be purchased or sold along with a short holding in one derivative, in order to achieve a delta-hedged portfolio: (@) the current share price is 1 (b) the current share price is 3. [2] (iii) Explain which of the scenarios in (ii) is likely to involve more portfolio management in the near future if the investor is determined to maintain a delta-hedged portfolio. [2] [Total 6]Question 11.7 Show that a delta-hedged portfolio with value V (1, S, ) is risk-free if the underlying process S, is a diffusion. Hint: apply Ito's lemma