a) [10 points] Consider continuous-time model and find the value (price/premium) of three- month European put option on a non-dividend stock which a stock price of $100 when the strike price is $98, the risk-free rate per annum of a year is 3% and the volatility of the stock price is 45%. b) (10 points] Consider continuous-time model and find the value (price/premium) of six- month European call option on a non-dividend stock which a stock price of $200 when the strike price is $180, the risk-free rate per annum of a year is 3% and the volatility of the stock price is 50%. c) (10 points] Use put-call parity in order to find no-arbitrage price of European put option with the strike price of $180 on the same stock as in previous point. d) (10 points] Consider continuous-time model and five-month European call option on a non- dividend stock which a stock price of $200 and premium (c=40) when the strike price is $190, the risk-free rate per annum of a year is 3%. Find implied volatility. The implied volatility must be calculated using an iterative procedure. a) [10 points] Consider continuous-time model and find the value (price/premium) of three- month European put option on a non-dividend stock which a stock price of $100 when the strike price is $98, the risk-free rate per annum of a year is 3% and the volatility of the stock price is 45%. b) (10 points] Consider continuous-time model and find the value (price/premium) of six- month European call option on a non-dividend stock which a stock price of $200 when the strike price is $180, the risk-free rate per annum of a year is 3% and the volatility of the stock price is 50%. c) (10 points] Use put-call parity in order to find no-arbitrage price of European put option with the strike price of $180 on the same stock as in previous point. d) (10 points] Consider continuous-time model and five-month European call option on a non- dividend stock which a stock price of $200 and premium (c=40) when the strike price is $190, the risk-free rate per annum of a year is 3%. Find implied volatility. The implied volatility must be calculated using an iterative procedure