I already have the answers to 1, 2, and 3. Need help with 4 and 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. 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.

(vi) Put all in an Excel Attachment format.