$.$ HOW TO DO IT COMPLETELY FROM START TO END IN EXCEL. PLEASE SHARE ONLY EXCEL ANSWERS Question $3.$ Consider a European option on a non$-$dividend$-$paying stock when the stock price is $$30,$ the exercise price is $$29,$ continuously compounded risk$-$free interest rate is $5\%,$ volatility is $25\%$ per annum, and time to maturity is $4$ months $($assume $4$ months is equal to $120$ days$).$

Find the value of a call option at the strike price of $$29$ using the Black$-$Scholes option pricing model. Show all steps. $(8)$

Find the value of a put option at the strike price of $$29$ using the Black$-$Scholes option pricing model. Show all steps. $(8)$

Show that put$-$call parity holds using the put and the call at the strike price of $$29.($The value of both sides of the put$-$call parity should be found to answer this.$)(8)$

PQuestion $4.$ Consider the same options as in question $3$ and answer the following.

Find the values of Delta for the two options. $(5)$

Using just delta, what should be the change in the price of the call option if the price of the underlying stock increases by $$0\mathrm{.}04?(5)$

Briefly explain in words why the value of delta for a long call is between $0$ and $1.(4)$

Find values of Theta for the two options. $(6)$

What is the effect of theta on a long call option? $(4)$