1) The value of Mc Graw Hill Stock is $100. The standard deviation of the stock is 0.34. Determine the maximum and minimum value that the stock can achieve from today in 6 months, assuming that the size of the interval " h " is 0.5 and Euler' s number is 2.71828. a. Up move =$125.2; down move =$75.2 b. Up move =$123.6; down move =$71.3 c. Up move =$127.2; down move =$78.6 d. Up move =$129.1; down move =$81.4 2) (Continuation) Determine the value of the call option 6 months from today in an optimistic scenario, if the exercise price is $100. a. $27.2 b. $25.2 c. \$23.6 d. $29.1 3) (Continuation) Assume that you are building a replicating portfolio in order to determine the value of a call option on Mc Graw Hill stock. Determine the maximum amount of money that you must borrow today if the 6month interest rate is 2.5 percent. a. $73.4 b. $69.6 c. $79.4 d. $76.7 4) (Continuation) Determine the value of option delta. a. 0.50400 b. 0.45124 c. 0.55983 d. 0.61001 5) (Continuation) Determine the value of the call at the beginning of the investment period. a. $13.42 b. \$13.04 c. \$13.74 d. \$12.56