5. Refer back to the American Express options in Chapter 13. Assume that the current date is Friday, January 26, 1996, and that the expiration dates of the options are as follows:

"Feb" = February 16, 1996 "Mar" = March 15, 1996 "Apr" = April 19, 1996 "Jul" = July 19, 1996 Generate two tables:

a. One table showing the prices (using the Black-Scholes model) of all the American Express call options.
Assume that the interest rate is r = 6 percent, and that the relevant volatility is σ = 30 percent.

b. A Second table for the American Express put options.