Question 1. Calculate the value of a call option on a US stock that pays no dividends using the inputs below:

Asset price	Strike price	Maturity	Volatility
$100	$100	2 years	30%

Question 2. Calculate the value of a put option on a US stock that pays no dividends using the inputs below:

Asset price	Strike price	Maturity	Volatility
$100	$100	2 years	30%

Additional info

Use the following collection of information to solve questions Table 1: Yields on government bonds denominated in local currency, by maturity Table 2: Yields on government bonds denominated in USD, by maturity Table 3: Sovereign and corporate spreads globally, by credit quality Table 4: Capital market expectations in the US stock market Table 5: Economic data about select countries Table 6: Foreign exchange rates Use the following collection of information to solve questions Table 1: Yields on government bonds denominated in local currency, by maturity Table 2: Yields on government bonds denominated in USD, by maturity Table 3: Sovereign and corporate spreads globally, by credit quality Table 4: Capital market expectations in the US stock market Table 5: Economic data about select countries Table 6: Foreign exchange rates