In all questions, assume the share price model In ( ) ~n{(u-302)7,0) where a model is needed. Question 1. ? 65 Select the last two non-zero digits of your student identity number. The concatenation of these digits will be your starting share price. Your share price is assumed to vary according to geometric Brownian motion with constant annual mean return u = 3% and volatility o = 10%. Set your strike price to your starting share price + 5%. The time to expiry is one year. The annual risk-free rate of interest r is 2.0%. Calculate the prices of a Call and Put option using the Black Scholes formulae and check that your answers satisfy Put-Call Parity