2. Price a chooser option using the Black-Scholes formula with the following inputs: S = 100, K = 100, the maturity at which the option holder has to opt for a call or a put is = 1 year, the final maturity of the option is I = 2 years, risk-free rate r = 0.10, volatility of underlying asset a = 0.3, and dividends 8 = 0.03. 3. Using the same input values as in the previous question, compute the value of the straddle. Compare the price of the straddle with that of the chooser. Which is greater? Why? 2. Price a chooser option using the Black-Scholes formula with the following inputs: S = 100, K = 100, the maturity at which the option holder has to opt for a call or a put is = 1 year, the final maturity of the option is I = 2 years, risk-free rate r = 0.10, volatility of underlying asset a = 0.3, and dividends 8 = 0.03. 3. Using the same input values as in the previous question, compute the value of the straddle. Compare the price of the straddle with that of the chooser. Which is greater? Why