The stock of the ABC Corp. has a current price S[0] = $120.00 and an annual volatility of o = 20%. The risk-free return is rf = 2%. What is the value of an call option expiring in T = 0.5 years with a strike price of K = $115? Use a geometric binomial model with n = 20 time steps. For the stock above, plot the current price of a put option expiring in 6-months for prices from $90.00 to $150.00. On the same graph, plot the final pay-off function for the option at expiry. Use a geometric binomial model with n = 20 time steps. The stock of the ABC Corp. has a current price S[0] = $120.00 and an annual volatility of o = 20%. The risk-free return is rf = 2%. What is the value of an call option expiring in T = 0.5 years with a strike price of K = $115? Use a geometric binomial model with n = 20 time steps. For the stock above, plot the current price of a put option expiring in 6-months for prices from $90.00 to $150.00. On the same graph, plot the final pay-off function for the option at expiry. Use a geometric binomial model with n = 20 time steps