Please find the questions attached. I have answered parts a & b on the attached excel sheet but need help with the other 3 parts. Please answer on the same excel sheet

a) Inputs S X T r Stdev 28 25 0.25 0.05 0.5477 Output Data Present Value of Exercise Price (PV(EX)) s*t^.5 d1 d2 Delta N(d1) Normal Cumulative Density Function Bank Loan N(d2)*PV(EX) 24.689 0.274 0.596 0.323 0.725 15.467 Value of Call 4.820 Put Value 1.509 b) If the call is overpriced, we sell a call and buy 0.725 shares, or sell 1,000 calls and buy 725 shares. c) \fZS; (Tr-animuu an..._ d_ What 1.5 the call's vega? Explain the meaning of your anSWeI. e. If we now assume thet the stock pays a dividend at a known constant rate Of 2-0 percent, what stock pnce should we use in the model