Question 29 1 po Suppose a certain stock is currently trading at $112 with price volatility of 16% in an market where 3-month risk free rate is 10%. What will be di (4-decimal places) for a 3-months call option on the stock with strike price $103? Question 30 If you computed dl in the previous question, (1) How did you compute dl in previous question? (2 Marks) (2) Use this dl to calculate the probability that call option is exercised. (2 Marks) If you computed strike price in the previous question, (1 ) How did you compute strike price in previous question? (4 Marks) Question 29 1 po Suppose a certain stock is currently trading at $112 with price volatility of 16% in an market where 3-month risk free rate is 10%. What will be di (4-decimal places) for a 3-months call option on the stock with strike price $103? Question 30 If you computed dl in the previous question, (1) How did you compute dl in previous question? (2 Marks) (2) Use this dl to calculate the probability that call option is exercised. (2 Marks) If you computed strike price in the previous question, (1 ) How did you compute strike price in previous question? (4 Marks)