Please show the calculation for first question, Thank you!

1. Rocket Companies, Incorporated common stock currently sells for $23.48 per share, and the standard deviation of returns is 54.51%. A put option with a strike price of $20.50 is currently trading on the market. The option expires in one month, and the risk-free rate of return is 1%. Rocket Companies does not pay a dividend. According to the Black-Scholes model, the delta for the Rocket Companies put is:

A: 0.78499 B: -0.21501 C: -0.17195 D: 0.82805

2. As time passes, which of an option pricing model's underlying parameters remains unchanged?

A. the price of the underlying asset

B.the strike price

C.time to maturity

D.interest rates