it one copy of your solutions per group. You may email this to me anytime on the due Include the names of all your group members and your group's number. Give your file a that is very easy for me to identify I suggest you use something like 2021_HW_3_Group_XX Black-Scholes-Merton Option Pricing: Use EXCEL to answer this question. Suppose that Lewis & Co. (LEW) stock is trading at $86.75. The annualized standard deviation of daily retums for LEW is 35%. The T-Bill rate is 2.75% a. Call Price without Dividends. Assume that LEWpays no dividends. What is the BSM price of a call with an exercise price of $95 that matures in 73 days fassume that a year is 252 days)? Note: Use the NORMSDIST function in EXCEL to find Mids) and Nidok b. Call Price with Dividends. Assume that LEWpays dividends at annual rate of 35% Now, what is the BSM price of a call with an exercise price of $95 that matures in 73 days (assume that a year is 252 days? C. Put Price without Dividends: Assume that was no dividends. What is the BSM price of a put with an exercise price of that matures in 73 days assume that a year I 252 days) d. Put Price with Dividends Assume that was diends at annual rate at 35 Now, what is the BSM price of a put with nose price of 555 that matures in 73 days assume that is 252 days)? 2. Using EXCEL to come the SM model that is 5 6 9 P R T Y 1 K V B N M