Can you please help me with my Assignment? I'm really having a hard time to complete it, ill really highly appreciate your help

Thank you very much

Question 1: What is binomial about the binomial model? In other words, how does the model get its name? Question 2: Asume a stock price is $120, and in the next year, it will either rise by 10 percent of all by 20 percent. The risk-free interest rate is 6 percent. A call option on this stock has an arcise price of $130. What is the price of a call option that expires in one year? What is the chance that the stock price will be Question 3: A stock is worth $60 today. In a year, the stock price con rise or full by 15 percent. If the interest rate is 6 percent, what is the price of a call option that expires in three years and has an exercise price of 5702 What is the price of a put option that expires in three years and has an exercise price of $650 Question 4: A stock sells for $110. A caill option on the stock has an exercise price of $105 and expires in 43 days. If the interest rate is 0.11 and the standard deviation of the stock's returns is 0.25, what is the price of the call socording to the lack-Scholes model? What would be the price of a put with an exercise price of $140 and the same time until expiration! Question 5: Consider a stock that trades for $73. A put and a call on this stock both have an exercise price of $70 and they expire in 150 days. If the risk-free rate is 9 percent and the standard deviation for the stock is 0.35, compute the price of the options according to the Black-Scholen model Question 2: Assume a stock price is $120, and in the next year, it will either rise by 10 percent or fall by 20 percent. The risk-free interest rate is 6 percent. A call option on this stock has an exercise price of $130. What is the price of a call option that expires in one year? What is the chance that the stock price will rise? Question 3: A stock is worth $60 today. In a year, the stock price can rise or fall by 15 percent. If the interest rate is 6 percent, what is the price of a call option that expires in three years and has an exercise price of $70? What is the price of a put option that expires in three years and has an exercise price of $65? Question 4: A stock sells for $110. A call option on the stock has an exercise price of $105 and expires in 43 days. If the interest rate is 0.11 and the standard deviation of the stock's returns is 0.25, what is the price of the call according to the Black-Scholes model? What would be the price of a put with an exercise price of $140 and the same time until expiration? Question 5: Consider a stock that trades for $75. A put and a call on this stock both have an exercise price of $70 and they expire in 150 days. If the risk-free rate is 9 percent and the standard deviation for the stock is 0.35, compute the price of the options according to the Black-Scholes model Question 1: What is binomial about the binomial model? In other words, how does the model get its name? Question 2: Asume a stock price is $120, and in the next year, it will either rise by 10 percent of all by 20 percent. The risk-free interest rate is 6 percent. A call option on this stock has an arcise price of $130. What is the price of a call option that expires in one year? What is the chance that the stock price will be Question 3: A stock is worth $60 today. In a year, the stock price con rise or full by 15 percent. If the interest rate is 6 percent, what is the price of a call option that expires in three years and has an exercise price of 5702 What is the price of a put option that expires in three years and has an exercise price of $650 Question 4: A stock sells for $110. A caill option on the stock has an exercise price of $105 and expires in 43 days. If the interest rate is 0.11 and the standard deviation of the stock's returns is 0.25, what is the price of the call socording to the lack-Scholes model? What would be the price of a put with an exercise price of $140 and the same time until expiration! Question 5: Consider a stock that trades for $73. A put and a call on this stock both have an exercise price of $70 and they expire in 150 days. If the risk-free rate is 9 percent and the standard deviation for the stock is 0.35, compute the price of the options according to the Black-Scholen model Question 2: Assume a stock price is $120, and in the next year, it will either rise by 10 percent or fall by 20 percent. The risk-free interest rate is 6 percent. A call option on this stock has an exercise price of $130. What is the price of a call option that expires in one year? What is the chance that the stock price will rise? Question 3: A stock is worth $60 today. In a year, the stock price can rise or fall by 15 percent. If the interest rate is 6 percent, what is the price of a call option that expires in three years and has an exercise price of $70? What is the price of a put option that expires in three years and has an exercise price of $65? Question 4: A stock sells for $110. A call option on the stock has an exercise price of $105 and expires in 43 days. If the interest rate is 0.11 and the standard deviation of the stock's returns is 0.25, what is the price of the call according to the Black-Scholes model? What would be the price of a put with an exercise price of $140 and the same time until expiration? Question 5: Consider a stock that trades for $75. A put and a call on this stock both have an exercise price of $70 and they expire in 150 days. If the risk-free rate is 9 percent and the standard deviation for the stock is 0.35, compute the price of the options according to the Black-Scholes model