21 and 22 please

pay uividelds. The standard deviation of Alcoa s stock is 40%. You want to price a call option on this stock with an exercise price of $75 and an expiration date one month from now and you will use the binomial model. Forming a portfolio of stock and calls you should hold shares of stock per E) other call options to make it riskless. A) 21 B) 28 C) 69 D) 74 21. $64, and the stock does not pay div The current stock price of Johnson & Johnson is instantaneous risk-free rate of return is 5%. The instantaneous standard deviation of J&J's stock's 20%.You want to purchase a call option on this stock with an exercise price of $55 and an expiration date 73 days from now. idends. The Using the Black-Scholes OPM, the call option should be worth today. A) $01 B) $08 C) $926 D) $962 E) other 22. The current stock price of Johnson & Johnson is $64, and the stock does not pay dividends. The instantaneous risk-free rate of return is 5%. The instantaneous standard deviation of J&J's stock , 20%You want to purchase a put option on this stock with an exercise price of $55 and an expiration date 73 days from now. Using Black-Scholes, the put option should be worthtoday