please answer 3 of them

Q12. Black-Scholes and Asset Value - You own a lot in Montreal that is currently unused. Similar lots have recently sold for $1.1 million. Over the past five years, the price of land in the area has increased 12 percent per year, with an annual standard deviation of 20 percent. A buyer has recently approached you and wants an option to buy the land in the next 12 months for $1.3 million. The risk-free rate of interest is 4 percent per year, compounded continuously. How much should you charge for the option? Answer: Q13. Risk-Neutral Valuation - A stock is currently priced at $85. The stock will either increase or decrease by 10 percent over the next year. There is a call option on the stock with a strike price of $80 and one year until expiration. If the risk-free rate is 7 percent, what is the value of the call option? Answer: Q14. Black-Scholes - A call option matures in six months. The underlying stock price is $75, and the stock's return has a standard deviation of 30 percent per year. The risk-free rate is 4 percent per year, compounded continuously. If the exercise price is $0, what is the price of the call option