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solve it through EXCEl Consider a European option on a non-dividend-paying stock when the stock...

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Accounting

solve it through EXCEl
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 values of Delta for the two options.
Using just delta, what should be the change in the price of the call option if the price of the underlying stock increases by $0.04?
Briefly explain (not more than 5 sentences) why the value of delta for a long call is between 0 and 1.
Find values of Theta for the two options.
What is the effect of theta on a long call option?

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