Following the instructions in question 14, go to Montreal Exchange and get 2 current call option prices, current stock price and stock 30·day historical volatility for EnCana Ltd. (ECA) and Barrick Gold Corp (ABX). Go to www.bankofcanada.ca/rates/interest-rates/t-bill-yields and get the 1-year Treasury bill rate for the risk-free rate. Either using the Excel spreadsheet in the previous box titled "using the Black-Scholes Formula" or the option pricing calculator at www.numa.com, calculate the prices for your chosen call options. How different are the prices you obtain from the ones from the Montreal Exchange? What happens to the calculated price if you change the standard deviation? Why?