Using the B-S OPM Excel program calculate the call option price for each stock price shown below.
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Using the B-S OPM Excel program calculate the call option price for each stock price shown below. Assume \(R=3 \%, \sigma=0.50, t=\) 0.25 per year, \(X=\$ 100\), and no dividends.
\[S_{0}=80,85,90,46,95,100,105,110,115, \text { and } 120\]
Comment on the ability of the B-S OPM to capture the features of the call and stock price relations described.
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