Question: Please use excel to answer question and include excel formulas used to help my understanding of where the answers came from. Thank you in advanced

Please use excel to answer question and include excel formulas used to help my understanding of where the answers came from. Thank you in advanced for the help.

The following information is given:

I. Time to expiration 1 year.

II. Standard deviation 40% per year.

III. Exercise price $72.

IV. Stock price $72.

V. Risk free rate 4% a year.

A. Use the BlackScholes formula to find the value of the call option.

B. What is the value of the put option with the same exercise price and time to expiration?

C. What is the value of the call option if time to expiration is 3 years?

D. What is the value of the call option if the standard deviation is 20%?

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