a$)$ What is the price of a $$35$ strike call? Assume S $=$ $$38\mathrm{.}50,\backslash$sigma $=0\mathrm{.}25,$ r $=0\mathrm{.}06,$ the stock

pays no dividend and the option expires in $45$ days.

b$)$ What is the price of a $$60$ strike put? Assume S $=$ $$63\mathrm{.}75,\backslash$sigma $=0\mathrm{.}20,$ r $=0\mathrm{.}055,$ the stock

pays no dividend and the option expires in $50$ days?

c$)$ What is the price of a $$25$ strike call? Assume S $=$ $$23\mathrm{.}50,\backslash$sigma $=0\mathrm{.}24,$ r $=0\mathrm{.}055,$ the stock

pays a $2\mathrm{.}5\%$ continuous dividend and the option expires in $45$ days?

d$)4)$ What is the price of a $$30$ strike put? Assume S $=$ $$28\mathrm{.}50,\backslash$sigma $=0\mathrm{.}32,$ r $=0\mathrm{.}04,$ the

stock pays a $1\mathrm{.}0\%$ continuous dividend and the option expires in $110$ days?

e$)$ What is the delta on a $$20$ strike call? Assume S $=$ $$22\mathrm{.}00,\backslash$sigma $=0\mathrm{.}30,$ r $=0\mathrm{.}05,$ the stock

pays a $1\mathrm{.}0\%$ continuous dividend and the option expires in $80$ days?