Delta of a Digital Call Option

$ if $S_T > K$ and $\$0$ otherwise. Under standard Black-Scholes assumptions (constant volatility $\sigma$, risk-free rate $r$, log-normal stock price), the price of this option is: $V = e^{-rT} N(d_2)$ where $d_2 = \dfrac{\ln(S/K) + (r - \sigma^2/2)T}{\sigma\sqrt{T}}$. 1. Derive the delta $\Delta = \partial V / \partial S$ of this digital call. 2. What happens to the delta as $T \to 0$ when the option is at-the-money ($S \approx K$)? What does this imply for hedging?