The Black Scholes formula with Dividends B.S.D. is C=Se^(-qT) N(d_1 )-E_P e^(-rT) N(d_2 ) (B.S.D.) in which d_1=("ln" (S/E_P )+(r-q+σ^2/2)T)/(σ√T) and d_2=d_1-σ√T. (i) Find the little-known Greek Xi, Ξ=∂C/∂q=-TN(d_1 )Se^(-qT). ii) How does the Call option price change with increasing dividend value?
I believe for part i I need to differentiate the original however I’m finding this difficult any help please
( attached an image as was unsure how to write the question) 