[10 Points] Consider the following data relevant to valuing a European-style call option on a non-dividend-paying stock: X = 40, RFR = 9 percent, T = six months (i.e., 0.5), and o = 0.25. a. [5 Points] Compute the Black-Scholes option and hedge ratio values for the series of hypothetical current stock price levels of $25, 30, 35, 40, 45, 50, and 55. Fill out this table: Hedge Ratio Call Stock Price $25 b. [5 Points] For S = 40, calculate the Black-Scholes value for a European-style put option. How much of this value represents time premium? [10 Points] Consider the following data relevant to valuing a European-style call option on a non-dividend-paying stock: X = 40, RFR = 9 percent, T = six months (i.e., 0.5), and o = 0.25. a. [5 Points] Compute the Black-Scholes option and hedge ratio values for the series of hypothetical current stock price levels of $25, 30, 35, 40, 45, 50, and 55. Fill out this table: Hedge Ratio Call Stock Price $25 b. [5 Points] For S = 40, calculate the Black-Scholes value for a European-style put option. How much of this value represents time premium