Question: Use the data from exercise 1 and Data|Table to produce graphs that show: The sensitivity of the Black-Scholes call price to changes in the

Use the data from exercise 1 and Data|Table to produce graphs that show:

• The sensitivity of the Black-Scholes call price to changes in the initial stock price S.

• The sensitivity of the Black-Scholes put price to changes in σ.

• The sensitivity of the Black-Scholes call price to changes in the time to maturity T.

• The sensitivity of the Black-Scholes call price to changes in the interest rate r.

• The sensitivity of the put price to changes in the exercise price X.

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