Question.

Stock price today is 100 with annual stdev of $20. 63 days before expiration. 252 annual trading days

a. what is z-score for 110 call?

b. that is the prob of option expiring ITM?

c. what is the conditional z-score, ie the z-score corresponding to the avg underlying price when call expires ITM?

d. find conditional avg underlying price when ITM.

e. how much is avg option pmt when expiring ITM?

f. what is call price today based on 1b and 1e?

g. price call with one step formula and compare with price above.

This is financial economics, if use excel, list detailed steps include Excel function used. Thank you.