Current stock price=$15 Strike price of option=$15 Time to maturity of option=6month Risk-free rate=6% Variance of stock return=0.12 d1=0.24495 N(d1)=0.59675 d2=0.00000 N(d2)=0.50000

1.According to the Black-Scholes option pricing model, what is the option's value (Brigham)

2.Use the Black-Scholes Model to find the price for a call option with the following inputs: (1) Current stock price is $30. (2) Strike price is $35. (3) Time to expiration is 4 months. (4) Annualized risk-free rate is 5%. (5) Variance of stock return is 0.25. (Brigham)

I need to answer these in a excel sheet. Thank you Brigham, Eugene F. Financial Management: Theory & Practice, 15th Edition. Cengage Learning, 20160101. VitalBook file. Brigham, Eugene F. Financial Management: Theory & Practice, 15th Edition. Cengage Learning, 20160101. VitalBook file. Brigham, Eugene F. Financial Management: Theory & Practice, 15th Edition. Cengage Learning, 20160101. VitalBook file.