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1. The Teflon Company stock is currently selling for $60. There is a call option with an exercise price of $50 with 4 months to maturity. The risk free rate is 7% and the variance is .144. A. What is the value of the call using the Black Scholes model? Provide all your calculations for components (N(dl), etc.) B. What is the intrinsic value of the option? Is there any time value of the option? C. What is the value of the put using Put-Call parity? 2. You have been granted stock options on 500 shares of your employer's stock. The stock is currently selling for $26.60 and has a standard deviation of 25 percent. The option's strike price is $25 and the time to maturity is 10 years. The risk-free rate of 1.6 percent? Assume that no dividends are paid. A. What is this type of option called? B. the value of the option in or out of the money? What is that value and do you think the value shonld be greater or less than that, explain? 1. The Teflon Company stock is currently selling for $60. There is a call option with an exercise price of $50 with 4 months to maturity. The risk free rate is 7% and the variance is .144. A. What is the value of the call using the Black Scholes model? Provide all your calculations for components (N(dl), etc.) B. What is the intrinsic value of the option? Is there any time value of the option? C. What is the value of the put using Put-Call parity? 2. You have been granted stock options on 500 shares of your employer's stock. The stock is currently selling for $26.60 and has a standard deviation of 25 percent. The option's strike price is $25 and the time to maturity is 10 years. The risk-free rate of 1.6 percent? Assume that no dividends are paid. A. What is this type of option called? B. the value of the option in or out of the money? What is that value and do you think the value shonld be greater or less than that, explain