Question: . Draw a graph showing the price relationship between a Call C0 (y-axis) prior to expiration and various levels of the underlying stock S0 (x-axis)
. Draw a graph showing the price relationship between a Call C0 (y-axis) prior to expiration and various levels of the underlying stock S0 (x-axis) based on Black-Scholes. For credit include: strike price and intrinsic value line.
. Draw a graph showing the price relationship between a Put (y-axis) prior to expiration and the underlying stock (x-axis). For credit include: strike price and intrinsic value line (including where it intercepts the y-axis!) Assume an American Put!
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