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please answer asap, taking a test. will upvote for correct answer! plz don't waste my time with an incorrect answer. A power call option pays

please answer asap, taking a test. will upvote for correct answer! plz don't waste my time with an incorrect answer.
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A power call option pays off (max(STX,0))2 at time T, where ST is the stock price at time T and X is the exercise price, A stock price is currently 555 . It is known that at the end of one year it will be either $60 or $50. The risk-free rate of interest with continuous compounding is 4% per annum. Calculate the value of a one year power call option with an exercise price of $54. a. What is the delta of the power call option? (sample answer: 1.55 or 0.55 ) b. What is the risk neutral probability of up movement? (sample answer: 55.50\%) c. What is the value of the power option? (sample answer: \$15.50)

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