(5 points) Google "binomial option pricing spreadsheet" and download a local copy of an Excel worksheet (.xlsx file) that performs such a computatio spreadsheet program of your choice, execute your local copy Create a six-time-interval binomial lattice to find the value of a Euro call option Let So 55 stock price at t 0 K 52 strike price for call option r = 0.04 risk-free interest rate 0.25 volatility T- 0.5 expiration time (years) An Euro call option on the stock will expire at t T. Approximate the value of the option by using the binomial tree method with M 6 time subintervals of duration years Between time ti-11 and t +1 , a value Si will increase to St-uS with probability p, or decrease to S+dS with probability 1 - p where i+1 rAt Then the asset values (stock prices) are 01 2346 Then the call option values (premiums) are Enter your answers as comma-separated lists of numbers An efficient way to do this is to cut-and-paste row data directly from a spreadsheet: note that you will need to insert commas between the numbers. From the lattice method, the approximate value of the Euro call option is From the Black-Scholes formula, the value of the Euro call option is Euro- (Hint: Google "Black-Scholes online calculator" and use an online calculator that allows entering time to expiration in years) Which is more accurate? Black-Scholes