hello !

can someone help with question d) and e)

An investor considers the non-dividend paying UNI stock and a vanilla European put option with 12 months to maturity and strike price 150 kr. The UNI stock currently trades at 100 kr. The stock is risky and the volatility of the stock is 35%. The continuously compounded risk free interest rate is 20% per annum for all maturities. The asset does not pay out any dividends. In all calculations keep at least four decimals. Round off your final answer to two decimals. (a) Assume that the stock follows a standard 4-step Cox-Ross-Rubenstein (CRR) Binomial. What is the European put price on the UNI stock? (b) An investor is looking at the (CRR) Binomial tree in exercise (a) and assigns a probability of 31.62% for an up-movement to happen after each time-step. The investor invests into a portfolio consisting of 2 units of the European at-the-money put option and she would like you to tell her what is the 99% Value-at-Risk- (VaR) for the 12 months period of a her portfolio. (c) The investor would like to know the theoretical price of the European put option with strike price 150 kr under the assumption that the stock follows a standard Black-Scholes- Merton model. What is the price? (d) The investor would now like to know the price of another option assuming that the stock follows a standard 4-step Cox-Ross-Rubenstein Binomial. This option is a 12-month put option with strike price 100 kr and the put is of Bermudan type with a lock out-period. The holder of this option has the right to exercise the option early after 9 months if she would like to, and if the option is not exercised, the holder has the right to exercise the option after 12 months if she would like to. What is the Bermudan at-the-money put price on the UNI stock? (e) The investor has learned about Monte Carlo simulation and she would like to use the discrete version of the standard Black-Scholes-Merton model with time steps equal to a quarter of a year to simulate the stock price path over a year for the UNI stock. For her first simulation of the stock path, she draws the following random numbers that are normally distributed with mean 0 and variance 1; = -0.2769, 2= -0.7959, 3 = 1.3233, 40.0038. What is the simulated value of the UNI stock price after 12 months in this MC simulation of the stock path under the risk neutral measure? An investor considers the non-dividend paying UNI stock and a vanilla European put option with 12 months to maturity and strike price 150 kr. The UNI stock currently trades at 100 kr. The stock is risky and the volatility of the stock is 35%. The continuously compounded risk free interest rate is 20% per annum for all maturities. The asset does not pay out any dividends. In all calculations keep at least four decimals. Round off your final answer to two decimals. (a) Assume that the stock follows a standard 4-step Cox-Ross-Rubenstein (CRR) Binomial. What is the European put price on the UNI stock? (b) An investor is looking at the (CRR) Binomial tree in exercise (a) and assigns a probability of 31.62% for an up-movement to happen after each time-step. The investor invests into a portfolio consisting of 2 units of the European at-the-money put option and she would like you to tell her what is the 99% Value-at-Risk- (VaR) for the 12 months period of a her portfolio. (c) The investor would like to know the theoretical price of the European put option with strike price 150 kr under the assumption that the stock follows a standard Black-Scholes- Merton model. What is the price? (d) The investor would now like to know the price of another option assuming that the stock follows a standard 4-step Cox-Ross-Rubenstein Binomial. This option is a 12-month put option with strike price 100 kr and the put is of Bermudan type with a lock out-period. The holder of this option has the right to exercise the option early after 9 months if she would like to, and if the option is not exercised, the holder has the right to exercise the option after 12 months if she would like to. What is the Bermudan at-the-money put price on the UNI stock? (e) The investor has learned about Monte Carlo simulation and she would like to use the discrete version of the standard Black-Scholes-Merton model with time steps equal to a quarter of a year to simulate the stock price path over a year for the UNI stock. For her first simulation of the stock path, she draws the following random numbers that are normally distributed with mean 0 and variance 1; = -0.2769, 2= -0.7959, 3 = 1.3233, 40.0038. What is the simulated value of the UNI stock price after 12 months in this MC simulation of the stock path under the risk neutral measure