Black-Scholes call pricing formula

Let S = $40, s = 0.30, r = 0.08, T = 1, and d = 0. Also let Q = $60, sQ = 0.50, dQ = 0, and ? = 0.5. In this problem we will compute prices of exchange calls with S as the price of the underlying asset and Q as the price of the strike asset.
a. Vary d from 0 to 0.1. What happens to the price of the call?
b. Vary dQ from 0 to 0.1. What happens to the price of the call?
c. Vary ? from -0.5 to 0.5. What happens to the price of the call?
d. Explain your answers by drawing analogies to the effects of changing inputs in the Black-Scholes call pricing formula.