dividends in the period)] d) If the standard deviation is 26.56%, determine the European call option value for a strike price of USD 200 with the binomial tree with price moves every 32.67 days. Explain. [if necessary, make reasonable assumptions (e.g., no dividends in the period)] e) Use the Black-Scholes model to determine the value of a European Call option with a strike of USD 200. [if necessary, make reasonable assumptions (e.g., no dividends in the period)] f) Use the Black-Scholes model to determine the implicit volatility on a European Call option with a strike of USD 200. Explain. g) Apply the Call-Put parity to check the value of the European Put option with a strike of USD 200. Should you buy or sell the Put option. Explain. dividends in the period)] d) If the standard deviation is 26.56%, determine the European call option value for a strike price of USD 200 with the binomial tree with price moves every 32.67 days. Explain. [if necessary, make reasonable assumptions (e.g., no dividends in the period)] e) Use the Black-Scholes model to determine the value of a European Call option with a strike of USD 200. [if necessary, make reasonable assumptions (e.g., no dividends in the period)] f) Use the Black-Scholes model to determine the implicit volatility on a European Call option with a strike of USD 200. Explain. g) Apply the Call-Put parity to check the value of the European Put option with a strike of USD 200. Should you buy or sell the Put option. Explain