Question: Part IV a) Using appropriate pricing models and final volatility estimates from Part II, calculate theoretical prices for all options utilized in the strategies recommended

Part IV a) Using appropriate pricing models and final volatility estimates from Part II, calculate theoretical prices for all options utilized in the strategies recommended in Part I. Determine whether each individual option is overpriced, underpriced, or fairly priced. Present your results in Exhibit 8. b) Using the information just obtained for individual options, determine which, if any, strategies recommended in Part I are mispriced. Present your results in Exhibit 9. ") Identify the one strategy and index that seems most attractive of the four possibilities considered. Explain your reasoning

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