Need the right option with clear handwriting with explanation

QUESTION 22 4 points Saved You have a long position in a European put option on Tesia stock (TSLA). The option has a strike price of $600 and matures in two months. Currently, TSLA is selling for $604 per share. The risk-free interest rate is 19 annually. Note: Use 3 or more decimal places for your final answers. A. (1 point) By purchasing a put option, which direction of the TSLA stock price movement you are betting on increase or decrease Briefly explain why. B. (1 point - you do not need to show your steps for this subquestion) The annual standard deviation of the historical TSLA return is 79%. What is the Black Scholes value of the TSLA put? C. (1 point - you do not need to show your steps for this subquestions in fact , the market price of the TSLA put is $89. What is the implied volatility of the TSLA return? D. (1 point) Suppose that you want to change the direction of your bet. Specifically, your goal is to convert your position into a long call position. How can you do this without trading any options calls and puts)? (). For the toolbar, press ALT+F10 (PC) OR ALT+FN+ BIUS Paragraph Arial 14px !!! 111 I do a