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6. [Spreadsheet Exercises] The following questions are based on the descriptions of Options in the lectures. Use the Options Shell file to generate values for

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6. [Spreadsheet Exercises] The following questions are based on the descriptions of Options in the lectures. Use the Options Shell file to generate values for the specified basic option and stock values, and portfolios of options. Vary the stock prices from 95 to 115. (Submit your excel file ONLY.) (a) Basic Case Call Intrinsic Value at Strike price 100 Put Intrinsic Value at Strike price 100 Call Intrinsic Value at Strike price 110 Put Intrinsic Value at Strike price 110 Payoff of Stock (buy at 100) (b) Combinations (Portfolios) of Options Long Call(S-100) + Sell Call(S-110) Long Put(S-110) + Sell Put(S-100) Long Call(S-100) Long Put(S-110) Long Call(S-1 10) Long Put(S-100) Collar Note: To quote values between sheets, you can use ( Basic Case'! ). For example, if you want to quote cell B3 from Basic Case sheet, you can use Basic Case'!B3

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