Problem 1.5. (12.5) Do following Problems 1. (3.5 pt)Assume the BS framework for European call option with price given by C(SO), K.q.r,1,8), calculate call delta (that mean derive the formula for call delta) 2. Assume the BS framework: You are given 6 = 0, $(0) = 42., volatility of the stock is o=0.35, Acalt=0.725747 and T - 1 ycar. (a) (pt)Calculate la (0) (4 pt)Calculate the volatility of call option prices (you are given volatility of stock prions not call option prices) (c) (pt)Now assume r=0.06 then calculate the strike price of above call option and Problem 1.5. (12.5) Do following Problems 1. (3.5 pt)Assume the BS framework for European call option with price given by C(SO), K.q.r,1,8), calculate call delta (that mean derive the formula for call delta) 2. Assume the BS framework: You are given 6 = 0, $(0) = 42., volatility of the stock is o=0.35, Acalt=0.725747 and T - 1 ycar. (a) (pt)Calculate la (0) (4 pt)Calculate the volatility of call option prices (you are given volatility of stock prions not call option prices) (c) (pt)Now assume r=0.06 then calculate the strike price of above call option and