suppose the stock price for blue apron (APRN) is 100% , the risk free rate is 6%, the strike price of the option is $110, the volatility is 30%, and the option is held for one year. a)compute the put delta and show all work. b)graph the put delta, label the data, underlying and strike price with the actual numerical values. c) solve for the put option using the black-scholes pricing method, show all work. d) using put call parity, what is the call option price? show your work. e) based upon your answers, does the market currently expect this stock to increase or decrease? why and why not? f)based upon the market expectations, you indetified in part E, chose an option to sell and explain the reasoning.