Unless otherwise specified you should assume that r(t) and (t) are constant.

Answers needed for each part with step by step solution thanks :)

Starting with the Black-Scholes equation, show that for a European call option C(S. t) ~S-Ee- (T-1) as S Starting with the Black-Scholes equation, show that for a European call option C(S. t) ~S-Ee- (T-1) as S