Options R Us is thinking about producing an option pricing model to help their brokers sell options to their clients. Design and build a model to compare the price with the intrinsic value of an option. Set the initial parameters to;

rf=3%cc T=0.25 years standard deviation =30% annually X=$50

Graph for both put and call options. Add spinners, to allow the parameters to change, and a control to revert to the original parameters. To further the ability to sell their clients on holding portfolios of options, they want the model to handle a two option portfolio. Plot the profit/loss profile of writing a put option and buying a call option, with the same parameters, when the initial spot price was $52. Keep in mind that the initial premiums can be reinvested at the risk free rate, or could have been if they paid the premium. What non-derivative financial position does this option package effectively mirror? Why would this interest potential private clients?

i did the model and excel and graph but i could not do the bolded questions