I already have the answers to 1, 2, 3, and 4. Need help with Question #5. Please put in Excel and display formulas.

Consider an option on a non-dividend paying stock when the stock price is $67, the exercise price is $61, the risk-free rate is 0.5%, the market volatility is 30% and the time to maturity is 6 months. Using the Black-Scholes Model when necessary:

(i) Compute the price of the option if it is a European Call.

(ii) Compute the price of the option if it is an American Call.

(iii) Compute the price of the option if it is a European Put.

(iv) Assuming two dividend payments $1.75 and $2.75, two months and five months from now, compute the price of the option if it is a European Call.

(v) Refer to the dividend information provided in (iv) above. Compute the price of the option if it is an American Call (In Excel & show formulas) and provide a graphical illustration to demonstrate how the price of this American Call and the payoff from the same change with respect to changes in the stock price.