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plz Answer 1a and 1b Q1. Option Pricing Under LOGNORMAL Distribution Underlying current at $100 with annual return volatility of 45%. There are 28 days

plz Answer 1a and 1b image text in transcribed
Q1. Option Pricing Under LOGNORMAL Distribution Underlying current at $100 with annual return volatility of 45%. There are 28 days b/f expiration. Riskfree rate is zero. Consider a CALL option with strike at $92.5. Qla. What is the probability that the CALL will expire ITM Qlb. What is the average price of the underlying when CALL expires ITM

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