With reference to Black-Scholes formula for the price C of a European call option with strik- K and maturity T, show that (a) Se--Ke- r = 0). = 0, where S = S(0) (you may assume that the risk-free interest rate I (b) Use the result of the preceding part of the question to show that = (x1) (i.e. that the delta of the call option is equal to (21)). 85