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HELP!!!!!!! me to solve this questions, EMERGENCY!! 10. The following table presents information on options written on the $l FX-rate under three different market states

HELP!!!!!!! me to solve this questions, EMERGENCY!!

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10. The following table presents information on options written on the $l FX-rate under three different market states (volatilities). All options have a multiplier of 10,000. (Puts to sell 10,000 euros, and a Call to buy 10,000 euros). Option # Call/Put S E rd rf T o 1 $1.20/ $1.17/ 1.2% 0.5% 1 year 30% 2 $1 .20/ $1.15/ 1.2% 0.5% 60 days 10% 3 $1 .20/ $1 .20/ 1.2% 0.5% 3 years 3% a. Without any calculation, which of the options is traded ln-, Out or At- the Money? b. According to your intuition, which of the options should have the highest value? If you are unsure, explain why. 0. Use the European option pricing model we learned in class to price the three options. This can be done with the Excel file on Canvas. d. Decompose each options' value to intrinsic and time values. Compare your intuition in section b. to the pricing model results and explain

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