Question 28 4 pts You consider one-month, European-style (call and put) options (with the same strike) on the index that are 10% away from the money (one option is 10% in-the-money, one is 10% out-of-the-money). (Notice that these options are deep in- and out-of-the-money.) You use Black- Scholes and the correct) answer to the previous question to value the options. How will your calculated Black-Scholes) values compare to the actual market prices of the options? For the call: Your call value is above them For the put: Your put value is below them Question 28 4 pts You consider one-month, European-style (call and put) options (with the same strike) on the index that are 10% away from the money (one option is 10% in-the-money, one is 10% out-of-the-money). (Notice that these options are deep in- and out-of-the-money.) You use Black- Scholes and the correct) answer to the previous question to value the options. How will your calculated Black-Scholes) values compare to the actual market prices of the options? For the call: Your call value is above them For the put: Your put value is below them