Q6. please show excel formula.

Problem 6 You have until 11:36 PM to complete this asigrment Intro The current level of a broad stock market index is 1.602. Its dividend yield is 2% and the standard deviation of index returns is 20% An American call option on the stock expires in 0.4 years. Its strike price is $1,600. The risk-free rates 23 annual continuously compounded Value the option using a binomial model with 2 periods of length 0.2 years each Part 1 Attempt 1/2 for 10 pts. What is the value of d, the down-movement factor 2 decima Submit Part 2 Attempt 1/2 for 10 pts. What is the risk-neutral probability of an up movement? 31 decima Submit Part 3 Alteret 1/2 for 10 pts. What is the option payotten 0.4 years at the stock price went up twice in a row? O decima Submit Part 4 Acompt 1/2 for 10 pts. What is the value of the option in 0.2 years the stock price has gone up once? O decimo Submit Part 5 Astemet 1/2 for 10 pts What is the value of the option in 0.2 years if the stock price has gone down once? Part 1 Attempt 1/2 for 10 pts. What is the value of d, the down-movement factor? 2-decima Submit Part 2 Atempt 1/2 for 10 pts What is the risk-neutral probability of an up movement? 3 decim Submit Part 3 Atempt 1/2 for 10 pts. What is the option payoft in 0.4 years it the stock pnce went up twice in a row? 0+ decime Submit Part 4 Atempt 1/2 for 10 pts. What is the value of the option in C2 years the stock price has gone up once? O decima Submit Part 5 Attempt 1/2 for 10 pts What is the value of the option in 2 years in the stock price has gone down once? decima Submit Atempt 1/2 for 10pts. Part 6 What is the current value of the option? Ordecima Submit