[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 [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 a. Hedge Stock Price Call Ratio $25 30 35 40 45 50 55 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 [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 a. Hedge Stock Price Call Ratio $25 30 35 40 45 50 55 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