Exercise 3: In Danish when the assignment in 2016 was formulated in Danish. The share Novum A/S, trades on the Copenhagen Stock Exchange. The share is quite liquid, and can be found in the leading Danish index, together with a number of other prominent shares. a Along with the assignment, a file is handed out which contains both average prices and the traded volume for different dates. The file is named Data opg 1. As the share is fairly liquid, there is also a derivative market for the share with relatively high liquidity, in which both futures and options are traded. Task 3.1 On 19/9 - 2013, the share price was 472. Assume that a European call option can be traded with a strike price of 500, where the share is estimated to have a daily volatility of 2.4% and a market interest rate of 2.5 % If there are 65 days until the expiration of the option - what will be the price of the option