Question: Note : You need to write your own spreadsheet programs . You can adopt the basic format of the sample Black-Scholes OPM and modify the

Note: You need to write your own spreadsheet programs. You can adopt the basic format of the sample Black-Scholes OPM and modify the inputs and parameters according to the given formulae. You work out with the pricing model only. (No sensitivity analysis or charts needed.)

Use the attached written out answer and use above instructions to create spreadsheet model.

Note: You need to write your own spreadsheet programs. You can adopt

15. II) So696,K-700, r=0.07, 9-0.3, T. 0-25, 4 -0.04 d = in (690/700) (6.07-0.04+0.09 12)x0.25 = 0.0968 0.3 V0.25 ded, -0:3 V0.25 = -0.0632 No(-d.) - 0:4654, NO d.) -0.5252 Value of put, P po 700e -0.0440.25 X0.5252-69we -0.04 * 0.25 x 04654 = 40.6 #40.6 OR

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