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E. Use Black-Scholes Model to calculate the call option price when N-10 and N-30. -variance-np(1-p) and U-np . If the current stock price per share

E. Use Black-Scholes Model to calculate the call option price when N-10 and N-30. -variance-np(1-p) and U-np . If the current stock price per share is $200 and the exercise price is $250. in addition, we assume that price per share will go up by 15% and go down by 15% for the next ten periods. Finally, we assume that annual risk-free rate is 4%. 110

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