Please show all calculation steps. Thank you!

2. Consider a stock of ABC Company. It has an expected return of 10% per year, and it has an estimat- ed return volatility of 20% per year. The risk-free rate is 6% per year. ABC stock has a current price of $100 and has declared dividends of $13 to be paid at the end of each year. a. Find the value of a European call option expiring in 2 years with a strike price of $110 using the Black-Scholes model. b. Find the value of a European put option expiring in 2 years with a strike price of $110 using the Black-Scholes model. c. Find the value of an American call option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model. d. Suppose the European call price in the market is actually $3.00. What is the return volatility implied by this price and the Black-Scholes model? 3. Now reconsider Problem 2, but suppose ABC Company does not pay any dividends. Everything else is the same. Find the value of an American put option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model. 2. Consider a stock of ABC Company. It has an expected return of 10% per year, and it has an estimat- ed return volatility of 20% per year. The risk-free rate is 6% per year. ABC stock has a current price of $100 and has declared dividends of $13 to be paid at the end of each year. a. Find the value of a European call option expiring in 2 years with a strike price of $110 using the Black-Scholes model. b. Find the value of a European put option expiring in 2 years with a strike price of $110 using the Black-Scholes model. c. Find the value of an American call option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model. d. Suppose the European call price in the market is actually $3.00. What is the return volatility implied by this price and the Black-Scholes model? 3. Now reconsider Problem 2, but suppose ABC Company does not pay any dividends. Everything else is the same. Find the value of an American put option expiring in 2 years with a strike price of $110 using the (pseudo) Black-Scholes model