Merton-Black-Scholes model

1. Show that the Black-Scholes call option formula gives the value (s – K)+ as we get closer to maturity, that is, as t ? T . Also show that the Black-Scholes call price tends to zero as the stock price tends to zero.
2. Show that, if S is modeled by the Merton-Black-Scholes model, then S and its futures price have the same volatility.