For your selected put and call that have a maturity of at least six months that are at, or close to, the money and that have an option price based on current trades: a. Using your estimate of the stock volatility from part 4 value the call. Use the risk neutral method with a binomial tree. Make three estimates of the value of the call, using 1, 2 and 3 steps respectively to value the call. Provide details of the calculations and the binomial trees. b. Explain what adjustment, if any, that you made for dividends. c. Compare the estimates of the call value using the risk neutral method with the estimate of the call value from the Black Scholes method. What do you conclude from this comparison