Zoom stock is traded at $350 pershare, and its volatility is 20% per annum. The risk-free rate is 2 per annum continuously compounded). A trader is considering shorting a 3-month at the money European call option on Zoom stock What is the strike price of the call option? (1 mark) Use the Black Scholes Merton model to calculate the call option price. (2 marks) c) Calculate the delta of this call option. [1 marka d) The trader wants to use option delta to evaluate his exposure on Zoom stock. If the call option's delta is 0.5 and the option contract size is 100 shares per contract then shorting one call option contract is approximately equivalent to long or short (choose one) how many Zoom shares? (1 mark)