Repeat the previous problem, except that for each strike price, compute the expected return on the option

Question:

Repeat the previous problem, except that for each strike price, compute the on the option for times to expiration of 3 months, 6 months, 1 year, and 2 years. What effect does time to have on the option's previous problem
Let S = $100, σ = 30%, r = 0.08, t = 1, and δ = 0. Suppose the true on the stock is 15%. Set n = 10. Compute European call prices, Δ, and B for strikes of $70, $80, $90, $100, $110, $120, and $130. For each strike, compute the on the option. Expected Return
The expected return is the profit or loss an investor anticipates on an investment that has known or anticipated rates of return (RoR). It is calculated by multiplying potential outcomes by the chances of them occurring and then totaling these... Maturity
Maturity is the date on which the life of a transaction or financial instrument ends, after which it must either be renewed, or it will cease to exist. The term is commonly used for deposits, foreign exchange spot, and forward transactions, interest...