Valuing real options - estimating the inputs to the Black Scholes model Delay al option type 2 Real option expiration, in years 12% Discount rate (WACC) emand Scenario Pro 0 1 3 30% -25 10 b 40% -25 10 30% -25 10 2 20 15 6 3 30 15 4 C Estimate the volatility of the project returns using the data above and the INDIRECT METHOD. How would the value of the real option change if your estimate were twice as large? SHOW WORK HERE, HIGHLIGHT FINAL ANSWER IN YELLOW Valuing real options - estimating the inputs to the Black Scholes model Delay al option type 2 Real option expiration, in years 12% Discount rate (WACC) emand Scenario Pro 0 1 3 30% -25 10 b 40% -25 10 30% -25 10 2 20 15 6 3 30 15 4 C Estimate the volatility of the project returns using the data above and the INDIRECT METHOD. How would the value of the real option change if your estimate were twice as large? SHOW WORK HERE, HIGHLIGHT FINAL ANSWER IN YELLOW