***This is from Investment and Financial Mathematics (IFM) course for Actuaries. Please give handwritten solution with ALL steps shown plus with description because I need to understand the process. I will give "thumbs-up" for clear and correct solution. Thanks in advance!***

For a stock, you are given: Homework. (i) The price is 55. (ii) The continuous dividend rate is 0.025. (iii) o 0.2. (iv) The continuously compounded risk-free rate is 0.04. A portfolio has three European call options on this stock. 1 The first allows the purchase of 100 shares of stock at the end of 3 months at strike price 55. 2 The second allows the purchase of 200 shares of stock at the end of 6 months at strike price 60. 3 The third allows the purchase of 200 shares of stock at the end of a year at strike price 65. Calculate the delta for this portfolio. (Answer: 164.3) For a stock, you are given: Homework. (i) The price is 55. (ii) The continuous dividend rate is 0.025. (iii) o 0.2. (iv) The continuously compounded risk-free rate is 0.04. A portfolio has three European call options on this stock. 1 The first allows the purchase of 100 shares of stock at the end of 3 months at strike price 55. 2 The second allows the purchase of 200 shares of stock at the end of 6 months at strike price 60. 3 The third allows the purchase of 200 shares of stock at the end of a year at strike price 65. Calculate the delta for this portfolio. (Answer: 164.3)