The file HW2Bdata.xlsx contains the prices of options on Starbucks stock. These prices are from October 1, 2019. The expiration date of all these options is November 15, 2019. (T = 6 weeks) The 6-week risk free rate was 1.89% (annualized). Starbucks stock price was $86.78 on October 1, 2019. Use the standard Black-Scholes Model: C=S[N(d1)] - XeT [N(d2)] -T P = Xe-f [1 N(d2)] S [1 N(d1)] d = - In ()+(+2) T d = d-0T 1. Report implied volatilities of the put with strike price = $90. 2. Plot the implied volatility versus the strike price for the call options. Is this consistent with the Black-Scholes equation? File Home Insert Page Layout Formulas Data Review View Help X Arial 10 AA = Paste BIU Clipboard Font Alignment A2 X fx Expiration Date A B D E F G 1 Data on 10/1/2019 2 Expiration Date Strike Price Call Option Put Option 3 11/15/2019 80 8.77 1.12 4 11/15/2019 82.5 6.74 1.7 5 11/15/2019 85 5 2.46 6 11/15/2019 87.5 3.22 3.47 7 11/15/2019 90 2.06 4.8 8 11/15/2019 92.5 1.18 6.44 9 11/15/2019 95 0.64 8.55 10 11/15/2019 97.5 0.33 10.49 11 11/15/2019 100 0.15 12.61 12 13 14 15 Paste Clipboard K Times New Roman BIU Font 11 ' = = A F Alignment K General x $ % 9 58--08 Number Conditional Formatting Format as Table Cell Styles Styles D13 fx A B C 2 Parameters 3 Risk-free Rate 1.89% 4 Time to Maturity 0.1154 5 Current Stock Price $ 86.78 6 Striking Price $ 90.00 7 Volatility 20.24% 8 Calculation 9 dl (0.4638) d2 (0.5326) 10 N(dl) 32.14% N(d2) 29.72% 11 12 Black Scholes Call Value $ 1.20 13 Black Scholes Put Value $ 4.23 implied volatility D M M Insert > Delete * Format Cells E