step by step. Answer the following Black-Scholes questions. Index level = S = $2000 Exercise price = X = $2100 Time to option maturity = t = 0.49 years Continuously compounded risk-free rate = r = 12% Estimated continuously-compounded dividend yield on the index = = 3.5% per year Estimated index return standard deviation = = 25% (1) Compute the Black-Scholes put option price. (2) In the Black-Scholes world, how many shares do you need to hedge a long call position? Buy or sell these shares? (3) What is the risk-neutral probability that the call option finishes in the money