HOW WOULD YOU DO THIS IN EXCEL...NEED AN EXPLANATION...HELP

CAN SOMEONE SEND ME AN EXAMPLE

A. Write a formula in Excel for the Black-Scholes option value of a call, and then use either Solver or Goal Seek to calculate the implied volatility for each of the ten call options. In your calculations, you can assume the following: Dividend yield is zero Annualized, continuously-compounded risk-free rate is equal to the 1-year Treasury rate (see www.treasury.gov for data).