Consider the CEO of a U.S.financial Institution "Ajax Inc" who is trying to tailor the needs of a corporate client. Calculate the values of the Call and Put Option given the following economic parameters? 1. S=45, X=44, t= 0.25, r=4%, and the variance o? =0.36. 2. Show me that Options constitute a zero- sum game in well drawn diagrams. 3. These options are traded in the NASDAQ Stock Exchange Market at $3 dollars. Are these options overvalued or undervalued