Choose a day between the release of the coursework and the submission (i.e. the day you answer this question or a previous working day). Choose two US company stock, the option prices and other data you need to answer this question. Make any necessary assumption. Answer the following questions for the two stocks. (a.) Use the Black Scholes model to calculate the call and put option premia and compare the BS prices with the actual premium. (b.) Calculate the implied volatility. (c.) Calculate the implied interest rate. (d.) Calculate and draw the payoff profiles for a long straddle. Suppose you want to lower your costs. What would you do? (e.) Discuss your results from an economic and practical perspective.