Find the price of an American call on a stock that matures in two months and its price changes i) daily ii) weekly iii) monthly (no dividends, 1 month = 20 days = 4 weeks). The exercise price is 300, the spot price of the stock is 310, the risk-free rate is 8% per annum and stock volatility is 30% per annum. Using the same method you used in the American call, find the price of a European call whose price changes i) daily ii) weekly iii) monthly, with a strike price of 300, a spot price of 310, a risk-free rate of 8% per annum and stock volatility of 30% per annum. Select one of the two calls, price it according to the Black- Scholes formula, calculate its (delta) and explain the s use and intuition. For the other call, calculate its based on the first monthly price change. Compare and comment on your results, with extra focus on method applicability, accuracy and discrepancies. For visual representations, you can ignore the daily cases.