As a financial analyst at deutsche bank investment banking, you are evaluating European call options and put options using Black Scholes model. Suppose stock price of quantumTech is currently $75. The stocks standard deviation is 7.0% per month. The option with strike price of $75 matures in 90 days. The risk-free interest rate is 0.8% per month. Please answer the following questions.

	1.	The price of the European call option is $13.14
	2.	The call options delta is 0.6015
	3.	The risk free interest rate per year is 8%
	4.	The risk free interest rate per year is 9.6%
	5.	The price of the European call option is $4.5062
	6.	The standard deviation per year is 70%.
	7.	The standard deviation per year is 84%.
	8.	The risk free interest rate per year is 1%
	9.	If the stock price goes down by $1, then the call option will go up by $0.6015.
	10.	The standard deviation per year is 24.25%
	11.	The call option will decrease 60 cents if the stock goes up by $1.
	12.	The risk free interest rate per year is 11.8%
	13.	The standard deviation per year is 16%
	14.	The price of the six month European call option is $3.76
	15.	If the stock price goes down by $1, then the put option will go up by $0.3985.
	16.	The price of the call option is $3.50
	17.	The call option will increase by 20 cents if the stock goes up by $1.