Question: can someone help me answer this question. tq a. Given the following information. what is the value of dz as it is used in the

can someone help me answer this question. tq

a. Given the following information. what is the value of dz as it is used in the Black- Seholea option pricing model? _ 4165329 (3 Marks) b. Given the following information: Maturity ._ _l__8_0__da3!! Standard deviation 30% where N(dl) = 0.85 Ntdzi = use i. Determine the fair value of the Call Option by applying the Black-Scholea Option Pricing Model (4 marks) ii. Suppose the above Call Option is trading at RMSDO on the Bursa Maiayaia. Briefly explain with reason whether you would buy the option. 0 marks) c. Briey explain why do traders need to determine the value of the option? (4 marks)

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