A stock is priced at $$50$ with a volatility of $35$ percent. A call option with an exercise price of $$50$ has an expiration in one year. The risk$-$free rate is $5$ percent. Construct a table for stock prices of $$5,10,15,...,100.$ Compute the Black$$Scholes$$Merton price of the call and the European lower bound and verify that the former is at least as large as the latter.

Write a $2-4$ APA page paper with a minimum of three peer reviewed resources.

Provide in$-$text citations and explain in detail.