help with qs number 3

Question Three Suppose that stock X pays no dividends, has volatility V3%, and its price today is $P3. (a) Calculate the prices of both European call options and European put options written on stock X if the strike price is $S3, the time to expiry is M3 months, and the spot interest rate is R3%. (b) Assuming the same conditions as in part (a) recalculate the European call and European put option prices if the investor's portfolio is hedged every trading fortnight at a cost of H3% of the traded securities. [10 marks] The marks given for each question are indicated in brackets. In each question, certain important numbers are represented by letters highlighted in yellow, such as F1. The values of the numbers that you are asked to use in this assignment are given in the following table: F1 1100 V3 25 C1 12 P3 115 El 4 S3 125 RI P2 10 115 M3 R3 1 8 S2 R2 V2 M2 D2 115 9 303 10 H3P4 S4V4 R4 0.9 115 115 25 10 You must use the numbers shown. If you use the numbers from someone else's assignment, you will get no marks for that question. Remember that the function N(x) can be calculated by using the formula N(x)=?[1+erf(x/2) where the error function, erf(x), can be calculated using many available apps, such as at https://keisan.casio.com/exec/system/1180573449 Question Three Suppose that stock X pays no dividends, has volatility V3%, and its price today is $P3. (a) Calculate the prices of both European call options and European put options written on stock X if the strike price is $S3, the time to expiry is M3 months, and the spot interest rate is R3%. (b) Assuming the same conditions as in part (a) recalculate the European call and European put option prices if the investor's portfolio is hedged every trading fortnight at a cost of H3% of the traded securities. [10 marks] The marks given for each question are indicated in brackets. In each question, certain important numbers are represented by letters highlighted in yellow, such as F1. The values of the numbers that you are asked to use in this assignment are given in the following table: F1 1100 V3 25 C1 12 P3 115 El 4 S3 125 RI P2 10 115 M3 R3 1 8 S2 R2 V2 M2 D2 115 9 303 10 H3P4 S4V4 R4 0.9 115 115 25 10 You must use the numbers shown. If you use the numbers from someone else's assignment, you will get no marks for that question. Remember that the function N(x) can be calculated by using the formula N(x)=?[1+erf(x/2) where the error function, erf(x), can be calculated using many available apps, such as at https://keisan.casio.com/exec/system/1180573449