Use the NVIDIA Corp. dataset posted on Brightspace to value a $6-$month call option with a $$480$ strike price. The current $6-$month T$-$bill rate is $5\mathrm{.}45\%.$ For S$0,$ use the most recent price from the spreadsheet. You will need to calculate the stock$$s volatility from the data $($slide $10$ from the Ch$.15$ notes$).$ Find the value of the option $($using the Black$-$Scholes$-$Merton model$)$ if you calculate the volatility using the entire year of data, the last $9$ months $($meaning the most recent $9$ months$),$ the last $6$ months, the last $3$ months and the last $1$ month of returns to calculate volatility, and put your numbers in the table below.