Put option

Assume the following for Q1-Q3: of = 0 and underlying at 100. Annual stdev of $45. 28 trading days left for the option before expiration. Use 252 trading days for one year. 01. PUT option with strike of $107.50. Qta. What is the probability for PUT to expire in the money (4 points)? Q1b. What is the average price of the underlying at expiration conditional on PUT expiring ITM (4 points)? I Quic. Based on Qia, and Qib, how much should the 107.50 strike PUT be priced at (2 points)? Assume the following for Q1-Q3: of = 0 and underlying at 100. Annual stdev of $45. 28 trading days left for the option before expiration. Use 252 trading days for one year. 01. PUT option with strike of $107.50. Qta. What is the probability for PUT to expire in the money (4 points)? Q1b. What is the average price of the underlying at expiration conditional on PUT expiring ITM (4 points)? I Quic. Based on Qia, and Qib, how much should the 107.50 strike PUT be priced at (2 points)