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Computational Project (25%), F2021, Prof. J. Chang, due final lecture date 1. Pricing Exotic Options (12%): 2 outputs The expiration is in one year, the initial spot price, S, is $100, the annual volatility is 50%, dividends will not be paid in one year, and the annual risk free rate is 5%. a) Determine the price of an ATM American up-and-out put with the barrier set at $120. Attach the output. b) Determine the price of an ATM Asian put with time from inception set at "0.5". Attach the output. c) Ceteris paribus, should the Asian option be price lower than the European option, why or why not? d) Ceteris paribus, should the barrier option be harder to hedge than the European option, why or why not? Computational Project (25%), F2021, Prof. J. Chang, due final lecture date 1. Pricing Exotic Options (12%): 2 outputs The expiration is in one year, the initial spot price, S, is $100, the annual volatility is 50%, dividends will not be paid in one year, and the annual risk free rate is 5%. a) Determine the price of an ATM American up-and-out put with the barrier set at $120. Attach the output. b) Determine the price of an ATM Asian put with time from inception set at "0.5". Attach the output. c) Ceteris paribus, should the Asian option be price lower than the European option, why or why not? d) Ceteris paribus, should the barrier option be harder to hedge than the European option, why or why not