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(a) Find the share price of Moderna (MRNA) on the day you do this assignment. Then go to Barchart.com and use the June option data

(a) Find the share price of Moderna (MRNA) on the day you do this assignment. Then go to Barchart.com and use the June option data https://www.barchart.com/stocks/quotes/MRNA/options?expiration=2023-06-16-m Choose your own selected June 2023 call and puts data with the same strike price: Assume that over each of the next two 1-month periods to June 2023, the Moderna share price is expected to go up by 8% or down by 4% each month. Assume the risk-free interest rate is 1.5% per annum with continuous compounding. Estimate the value of the 2-month European call option with the strike price chosen? Estimate the value of the 2-month European put option with a strike price chosen? Show the binomial tree for a two-period BOPM in each case.

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