please anwser Q3

Consider the CEO of a U.S. financial Institution "Zeus Inc" who is trying to tailor the needs of a corporate client. Calculate the values of the Call and Put Option given the following economic parameters? 1. S=44, X=42, t= 0.25, r=6%, and the variance o? =0.36. 2. Show me that Options is a zero- sum game in well drawn diagrams. 3. These particular options are traded in the NASDAQ at $3. Are these options overvalued or undervalued? Q3: The President of the "Water-Mellon Bank is offering you the Vice President position because he admires your knowledge on the determinants that affect the option prices (e.g., the Greeks of the Option). You are all excited from the offer and you try hard to impress him talking about long and short positions and synthetic securities respectively. The Treasurer of the bank however, does not believe you and he thinks that you are overdoing it. He claims that you don't know much and he is asking you to use an example of valuation in order to prove your points. Use the results that you obtain from Question 2 above in order to value the following Greeks A, O, A (with the following values respectively, Stock price=48, Time horizon=6/12 and Volatility= 0.9) of the Call Options. Consider the CEO of a U.S. financial Institution "Zeus Inc" who is trying to tailor the needs of a corporate client. Calculate the values of the Call and Put Option given the following economic parameters? 1. S=44, X=42, t= 0.25, r=6%, and the variance o? =0.36. 2. Show me that Options is a zero- sum game in well drawn diagrams. 3. These particular options are traded in the NASDAQ at $3. Are these options overvalued or undervalued? Q3: The President of the "Water-Mellon Bank is offering you the Vice President position because he admires your knowledge on the determinants that affect the option prices (e.g., the Greeks of the Option). You are all excited from the offer and you try hard to impress him talking about long and short positions and synthetic securities respectively. The Treasurer of the bank however, does not believe you and he thinks that you are overdoing it. He claims that you don't know much and he is asking you to use an example of valuation in order to prove your points. Use the results that you obtain from Question 2 above in order to value the following Greeks A, O, A (with the following values respectively, Stock price=48, Time horizon=6/12 and Volatility= 0.9) of the Call Options