URGENT! NEED A QUICK AND ACCURATE ANSWER PLEASE!

As a financial analyst at deutsche bank investment banking you are evaluating European call options and put options using Black Scholes model. Suppose stook price of quantumTech is currently 575. The stock's standard deviation is 7.0% per month. The option with strike price of $75 matures in 90 days. The risk-free interest rate is 0.8% per month. Please answer the following questions. Please use the website www.optionseducation.org to find the value of options and options delta https://www.optionseducation.org/toolsoptionquotestoptionscalculator Please choose all correct answers. Please note that each incorrect answer will reduce the score by 10% 1. The call option will decrease 60 cents if the stoc poes up by $1. 02. The standard deviation per year is 10% 223. The standard deviation per year is 24.25 04 The price of the six month European cat option is $3.76 Os. The risk free ingerest rate per year is 11.8% 06. The price of the European call option is $13.14 7. The cast options dels is 0.6015 2. the stock price goes down by 51, then the call option will go up by $0.6015 09. The call option will increase by 20 cents the stock goes up by 51 10. The risk free interest rate per year is 11. The risk tree interest rate per years 9,6% 12. If the stock pro goes down by the put option will go up by 50 395 13. The standard deviation per year is 84% 14. The standard deviation per year is 70% 15. The price of the European call options S45012 16. The price of the cal point is $3.50 117. The risk reinterest rate per year 1%