Suppose S = $100, K=$120, sigma = 30% per annum, r = 8% per annum (continuously compounded). Compute and compare the BSM call prices for T=1,10,100,1000 years when delta = 0% and delta = 0.1% per annum (continuous).

Problem 5. Impact of dividends on call options suppose S = $100, K=$120, ? = 30% per annum, r = 8% per annum (continuously compounded). Compute and compare the BSM call prices for T-1, 10,100, 1000 years when ? 0% and ? = 0.1% per annum (continuous)