Assume the following values when none is specified: So = 100 0 = 20% T =1 K = 100 r = 5%Exercise 2 - Call Option Greeks Using the Black-Scholes-Merton framework: 1. Plot the initial delta as a function of So. 2. Plot the evolution of delta through time up until the maturity. 3. Plot the initial gamma as a function of So. 4. Plot the evolution of gamma through time up until the maturity. 5. Plot the initial theta as a function of So. 6. Plot the evolution of theta through time up until the maturity