Please give detailed process especially for (C)

5. (a) The stock price is 60 the volatility of the stock is 25%. Assuming that the time to expiration is 3 months and the interest rate is 2% per annum calculate the price P of the European call option with strike 60. (b) Calculate A, T, p, Vega using formulas for these parameters. Calculate the same parameters approximately using the options calculator. (c) Check that following relationship holds 1 + 2. 5. (a) The stock price is 60 the volatility of the stock is 25%. Assuming that the time to expiration is 3 months and the interest rate is 2% per annum calculate the price P of the European call option with strike 60. (b) Calculate A, T, p, Vega using formulas for these parameters. Calculate the same parameters approximately using the options calculator. (c) Check that following relationship holds 1 + 2