Question: 1) Using the Black-Scholes pricing function in Excel, calculate how sensitive IBMs March 110 call price is to changes in stock price. How much does

1) Using the Black-Scholes pricing function in Excel, calculate how sensitive IBMs March 110 call price is to changes in stock price. How much does the call price vary for $0.50 changes in IBM share price when option is at the money (assume stock price=$110), in the money (assume stock price=$115), and out of the money (assume stock price=$105)? What does this sensitivity analysis tell you? 1) Using the Black-Scholes pricing function in Excel, calculate how sensitive IBMs

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