Please solve the below study issue in EXCEL and show the working.

12. The S&P 500 index closes at 2000. European call and put options on the 83:? 500 index with the exercise prices show below trade for the following prices: $2,025 $2,050 $33 $2] $44 $53 All options mature in 83 days. The S&P 500 portfolio pays a continuous dividend yield of 1.56% per year and the annual yield on a Treasury-Bill which matures on the same day as the options is 4.63% per year. Determine what is the implied volatility (self study.\" implied veintiiiga' is the standard deviation computed not om historical data, but directiy am the BSfomuia by plugging in a?! other variabtes. You may also try to use the iiijorj'eniI more "ivoi" for implied mimiiity) of each of these calls and puts. What pattern do these implied volatilities follow across exercise prices and between calls vs. puts