I would like to know the answer by step by step. and detail explanation

Answer all questions in the answer booklet provided Question 1 (25 marks a) Briefly describe the following and state their relationship with the value of call options i. Delta ii. Vega iii. Rho iv. Theta (8 marks) b) Calculate the value of the call option using the Black-Scholes Option Pricing Model (BSOPM) and the following information: =RM 24 =RM 20 = 8% Current stock price Exercise price of call Annual risk-free interest rate Std Deviation of the stock Dividends Time to maturity 30% = none 3 months (15 marks) c) Without any calculation, explain what will happen to the value of the call option if the stock price increases. (2 marks)