Using Black-Scholes Model, a) Determine a European call option on a NDP stock when the price is $51, the strike price is $50, thic risk-free nte is 10%, and the volatility is 25%, and the time to maturity is 3 months. Then, calculate its delta. The option price: 5 (Keep 2 decimal places) Delta: (Keep 2 decimal places) b) Determine a European put option on a NDP stock when the stock price is $68, the strike price is $71, the risk-free rate is 10%6, the volatility is 25%, and the time to maturity is 6 months. Then calculate its delta. The option price: $ (Keep 2 decimal places) (Keep 2 decimal places) Using Black-Scholes Model, a) Determine a European call option on a NDP stock when the price is $51, the strike price is $50, thic risk-free nte is 10%, and the volatility is 25%, and the time to maturity is 3 months. Then, calculate its delta. The option price: 5 (Keep 2 decimal places) Delta: (Keep 2 decimal places) b) Determine a European put option on a NDP stock when the stock price is $68, the strike price is $71, the risk-free rate is 10%6, the volatility is 25%, and the time to maturity is 6 months. Then calculate its delta. The option price: $ (Keep 2 decimal places) (Keep 2 decimal places)