Need #2 thanks

1. Using the information in this module, please compute the Black Scholes Merton price of a European Call Option (BY HAND) with the following characteristics: S=50K=50Sigma=30%r=1.00%T=6monthsD=0 Please scan or take a picture of this document and upload to Canvas. 2. For the same option, create a spreadsheet that calculates the BSM option price. Please verify that the price is similar to the one you obtained in Part 1 of this assignment. You may also check your answer by using the DG201 spreadsheet that is in the "Spreadsheets" folder in Canvas. Please use DG201 to value the same option using the binomial option price using a tree with 500 steps. Is this price similar to the BSM model? Please upload your Excel spreadsheet to this assignment on Canvas. I have provided a snip of the spreadsheet that I created to calculate Black Scholes options prices. It includes all of the inputs to the model. The value I calculate is identical to the 30 -step binomial model that I went over in the video last week: Black Scholes calculation example.docx