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10) We are given the following information. Please perform the following analysis. S0, current stock price 50 X, exercise price 44 r, interest rate 10%

10) We are given the following information. Please perform the following analysis. S0, current stock price 50 X, exercise price 44 r, interest rate 10% T, time 0.8 , mean stock return 13% , sigma--standard deviation of stock return 30% n, divisions of unit time 150 Runs 111 a. Find the plain-vanilla call price using vanillacall VBA; b. Use Put-Call parity to find the price for the Put option with the same exercise price; c. Find the sensitivity of Call price to the number of divisions of unit time (n) from 150 to 1800 with an increment of 150; d. Find the sensitivity of Put price to the number of divisions of unit time (n) from 150 to 1800 with an increment of 150

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