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I need help doing the attached hw assignment please This assignment allows you to get familiar with the behaviors of option prices, and the computation
I need help doing the attached hw assignment please
This assignment allows you to get familiar with the behaviors of option prices, and the computation of the stock volatilities. 1. Choose a stock with actively traded options, and identify two call options - one that is in-the-money, and a second that is out-of-the-money at the beginning of your sample period. Both should mature on the same date. 2. Record the daily closing prices for the options and the stock over the period from 10/12/2015 to 11/12/2015 on a spreadsheet. ALSO, Record daily closing yields for the 3-month Treasury bills over the SAME time period on the same spreadsheet. 3. Use historical stock prices to estimate the volatility of the stock. 4. Discuss the option prices and stock prices movement in a maximum of 2 double-spaced pagesStep by Step Solution
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