Q$2.$ Underlying priced at $500$ with MAD of $100.(15$ points$)$

Q$2$a$.$ What is the probability of option expiring ITM for a $550$ CALL? $(3$ points$)$

Q$2$b$.$ What is the average underlying price when CALL expires ITM? $(3$ points$)$

Q$2$c$.$ What is the average CALL option payment conditional on that the call expires in the money? $(3$

points$)($not this is asking for OPTION payment NOT average stock price when option expires ITM$)$

Q$2$d$.$ How much should the CALL be priced at today based on Q$2$a and Q$2$c$?(3$ points$)$

Q$2$e$.$ Out of the price in Q$2$d$,$ how much of that is intrinsic value and how much is time value