Please help with all of the following questions:

QUESTION 5 Compared to the delta of a long position in a stock, the delta of an at-the-money call option on the stock is most likely A. less B. greater. C. the same. QUESTION 6 Using a one period binomial model, an analyst calculates that the risk-neutral probability of an up move is 0.51. If the value of a put option is $1.07 after an up move but $5.01 after a down move, the price of the put option is most likely: A. less than $3. B. equal to $3. C. greater than $3. QUESTION 7 For European options, a decrease in the risk-free rate will call else equal) A. decrease the price of all options. B. increase a call's price, and decrease a put's price. C.decrease a call's price, and increase a put's price