Repeat Problem 24.16, except let J = 0.20, and in part (b) consider expected alternate jump magnitudes

Question:

Repeat Problem 24.16, except let αJ = 0.20, and in part (b) consider expected alternate jump magnitudes of 0.10 and 0.50.
The following two problems both use the CEV option pricing formula. Assume in both that S = $100, r = 8%, σ0 = 30%, T = 1, and δ = 0.