Question: Using the B-S OPM Excel program calculate the call option price for each stock price shown below. Assume (R=3 %, sigma=0.50, t=) 0.25 per year,

Using the B-S OPM Excel program calculate the call option price for each stock price shown below. Assume $R=3 \%, \sigma=0.50, t=$ 0.25 per year, $X=\$ 100$, and no dividends.

\[S_{0}=80,85,90,46,95,100,105,110,115, \text { and } 120\]

Comment on the ability of the B-S OPM to capture the features of the call and stock price relations described.

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