Using Black-Scholes-Merton-Binomial lOe.xlsm, compute the call and put prices for a stock option. The current stock price is $100, the exercise price is $100, the risk-free interest rate is 5 percent (continuously compounded), the volatility is 30 percent, and the time to expiration is one year. Now assume that in the next instant, the company announces an immediate 2-for-l stock split. As expected, the stock price falls to $50. The options exchange rules call for dividing the exercise price by 2 and doubling the number of option contracts held. Verify that the option holders are unharmed by these stock split rules of the options exchange?