Question: Comprehensive/Spreadsheet Problem 19-10 OPTION PRICING MODELS Rework problem 19-4 using the spreadsheet model. Construct data tables for the intrinsic value and Black-Scholes exercise value for

Comprehensive/Spreadsheet Problem 19-10 OPTION PRICING MODELS Rework problem 19-4 using the spreadsheet model. Construct data tables for the intrinsic value and Black-Scholes exercise value for this option and graph the relationship. Include possible stock price values ranging up to $30. Suppose this call option is purchased today. Draw the profit diagram of this option position at expiration. Ignore parts a through c to work this problem. At the end of the 6 months, a firms stock will be worth $20 or $40. Given the following information, create a riskless hedge to determine the value of the firms call option: What is the value of the firms call option in part d?

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