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Answers in Excel format only please! 8. Suppose Carol's stock price is currently $20. If the standard deviation of the continuously compounded returns (o) on

Answers in Excel format only please!
8. Suppose Carol's stock price is currently $20. If the standard deviation of the continuously compounded returns (o) on a stock is 60 percent per year. The monthly risk-free rate is 1 percent. Using one-step binomial tree, what is the current value of a six-month call option with an exercise price of $15? 8. Suppose Carol's stock price is currently $20. If the standard deviation of the continuously compounded returns (o) on a stock is 60 percent per year. The monthly risk-free rate is 1 percent. Using one-step binomial tree, what is the current value of a six-month call option with an exercise price of $15

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