Assume the following values when none is specified: So =100 =20% T =1 K =100 r =5% Exercise 1- Call Option Pricing 1. What is the price of the Call option with the above features in a Black-Scholes-Merton framework? 2. Plot the Black-Scholes-Merton Call price for different values of S0. What do you observe? Can you explain intuitively what is going on? 3. Plot the Black-Scholes-Merton Call price for different values of T. What do you observe? Can you explain intuitively what is going on? 4. Plot the Black-Scholes-Merton Call price for different values of . What do you observe? Can you explain intuitively what is going on? 5. Plot the Black-Scholes-Merton Call price for different values of r. What do you observe? Can you explain intuitively what is going on