Suppose you have a call option on a stock with a strike price of $2 2. A) Fill in the stock price and strike price in the table and calculate the exercise value ( B) Plot the Stock price on the x-axis and the Exercise value on the y-axis. Be sure to label both axes with titles and include a chart title. Now assume you have the following data for a call option: Current stock price Strike price Time to expiration Risk - free rate Stock return standard deviation $65.00 $70.00 1.0 4 . 0 % 35 .00% C) Fill in the components of the Black -Scholes model and calculate d 1 and d 2 D) Calculate the value of N(d 1 ) and N(d 2 ) using the Excel function and find the value of V C Now use the binomial option pricing model in conjunction with the following data to value a call option: Current stock price, P = $27.00 Risk - free rate, r RF = 5 % Strike price, X = $25.00 Up factor for stock price, u = 1.41 Down factor for stock price, d = 0.71 Years to expiration, t = 0.50 E) Calculate the stock price using the binomial model and find the option payoff in each case, in addition to the value of N S F) Calculate the portfolio payoff in each case and find the present value of the payoff, in addition to the value of the call option