Example 5, the following parameters: S= 50; X= 45; Rf = 6%, Variance = 20%; and T= 3 months. Find the value of the call using an excel spread sheet. It should equal $7.62. 1. a- Using Example 5 as the base case, find the value of the call for a range of stock prices, say from $5 to $300 in increments of $5. Plot these values in excel. Comment on how the value approaches certain limits, i.e. when the option is deep in the money, what is the limit on the value of the option. What happens to the time value of the option? b- Using Example 5 as the base case, find the value of the call for a range of volatilities. Plot these values in excel. I would suggest going from 5% to 300%. c- Using Example 5 as the base case, find the value of the call for a range of exercise prices say from $5 to $100 in increments of $5. Plot these values in excel.