Assume that the assumptions of the Black-Scholes model hold. Consider European call option with strike price K=20 and T=1 year, written on the stock with =0.10, = 0.25. The risk-free rate r is 1.0%. Find the prices of the call option for the stock price S0 equal to 11$, 14$, 17$, 20$, 23$, 26$, 29$. Show your results in the table and on the graph (use the x-axis for the stock price). Show the payoff of this call option on the same graph. How do you explain the difference between the payoff and the option prices found when T=1?

please show work in excel format