Price at-the-money (ATM) European call and put options on a two-period tree based on the following...

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Price at-the-money (ATM) European call and put options on a two-period tree based on the following inputs: S = 100, T = 1 yr, risk-free rate = 10% vol = 20% (risk-free and vol numbers are annualized). Attach your calculations. Do these prices obey the Put-Call parity? b.Using Excel, attach a table of ATM put option prices for the inputs in question 1, by only varying the number of periods in the tree from 5 to 25, in steps of 5. Based on these prices, report your observations on price convergence, in not more than two sentences. Also report the Black-Scholes price for this option. Price at-the-money (ATM) European call and put options on a two-period tree based on the following inputs: S = 100, T = 1 yr, risk-free rate = 10% vol = 20% (risk-free and vol numbers are annualized). Attach your calculations. Do these prices obey the Put-Call parity? b.Using Excel, attach a table of ATM put option prices for the inputs in question 1, by only varying the number of periods in the tree from 5 to 25, in steps of 5. Based on these prices, report your observations on price convergence, in not more than two sentences. Also report the Black-Scholes price for this option.