Question: Let S = K = 100, = 0.25, and T t = 1 month. Create a spreadsheet to value a call and a

Let S = K = 100, σ = 0.25, and T − t = 1 month. Create a spreadsheet to value a call and a put for the following values of r: 

(a) R = 0.08. 

(b) R = 0.06. 

(c) R = 0.04.

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