Please explain all calcs and show formulas

Assume that the assumptions of BSM model hold. Consider European call option with strike price K=40,T=.5 written on the stock with S0=40,=0.10,=0.25. The risk-free rate r is 3.5%. Find the expected return (under real probabilities) of the call option between today and time to maturity. Repeat this exercise for SO=36,38,42, and 44 . What do you conclude about the expected return of the option versus its moneyness? (Hint: Take into account that the expected payoff, E(CT), where the expectation is taken under real probabilities, could be found from the result for EQ(CT), where the expectation is taken under risk-neutral probabilities, by replacing the risk-free rate in the formula for EQ(CI) with )