1. You own one call option and one put option on BP, both with a strike price of 230. The price of BP is 226. The interest rate is 3% and the time to expiration is six months. Graph on the same graph the value of the call and the put as the standard deviation of the price of Shell goes from 10 to 60 percent. (So that is two lines on the same graph.)

Please include excel table and graph, with at least 50 data points (for example: 10,11,12,13,14,15, etc...), along with their formulas and detailed explanations of each step. Thank you.