Group Assignment 2 - Excel and Program R applications 1. BSM Project (30%) A stock has a volatility of 35%. A call option with an exercise price of $50 has an expiration of 6 months. The risk-free rate is 5 percent. Please find the call and put price of assuming stock price is $5, $10, $15...$100 respectively. a). Using Excel to find these values, and save the work in the worksheet named "BSM" (See reference 1) b). Using Program R to find these option values (See reference 2, save the R-console results) Group Assignment 2 - Excel and Program R applications 1. BSM Project (30%) A stock has a volatility of 35%. A call option with an exercise price of $50 has an expiration of 6 months. The risk-free rate is 5 percent. Please find the call and put price of assuming stock price is $5, $10, $15...$100 respectively. a). Using Excel to find these values, and save the work in the worksheet named "BSM" (See reference 1) b). Using Program R to find these option values (See reference 2, save the R-console results)