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Price a 3-year at the money call for a stock with a forward of 120 and a vol of 30%. Price a 3-year at the

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Price a 3-year at the money call for a stock with a forward of 120 and a vol of 30%. Price a 3-year at the money cap for a 1-year rate (assume duration of 1 for payoff) with a vol of 80 bps. Price a 3-year at the money call for a stock with a forward of 120 and a vol of 30%. Price a 3-year at the money cap for a 1-year rate (assume duration of 1 for payoff) with a vol of 80 bps

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