6. With the notation used in this course (a) What is N'(x)? (4%) (b) Show that SN'(d) = Ke="T-"N"(d.), where S is the stock price at time 1 In(S/K)+(r+o/2)(T-1) In(S/K)+(r-o/2(T-1),(4%) where da d,= OVT-1 OVT-1 (e) Calculate od, /as and od 70s. (4%) (d) Show that when c=SN (d)-Ke-(d.) o =-KeN(d.)-SN'(d) at 2JT- where c is the price of a call option on a non-dividend-paying stock. (4%) (e) Show that oc/as = N(d). (4%)