This problem is to be completed in Excel. Please print out and hand in a copy of the Excel spreadsheet. (Note that the problems above can also be done in Excel. However, the following problem MUST be done in Excel.) 6. Consider European call and put options on a non-dividend paying stock. Base case assumptions are S=100, X=100, T=1, r=2% (continuous compounding), o=40%. Use the Black-Scholes formula to calculate the call and put values and hedge ratios (deltas) for these options