Question: a. [10] Write a program with either R or Python in which the price of the put and call options are returned. The arguments

a. [10] Write a program with either R or Python in which the price of the put and call options are returned. The arguments (inputs) are: spot price, strike price, maturity, risk-free interest rate and volatility. b. [15] Assume So = 1000, K = 1000, r = 5%, = 20% and T = 3. First calculate 12 the put and call options prices. Then, draw the price of the call option when you change the value of one of the parameters K, r, and T in a range of +50% of the given values. For example, how the price the put option changes when T varies 1.5 4.5 12 between and while the other parameters are kept unchanged. 12

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