Use the Amazon dataset posted on Blackboard to value a 6-month call option with a $1,150 strike price. The current 6-month T-bill rate is 1.46%. For S0, use the most recent price from the spreadsheet. You will need to calculate the stocks volatility from the data (slide 16 from the Ch. 15 notes). Find the value of the option (using the Black-Scholes-Merton model) if you calculate the volatility using the entire year of data, the last 9 months (meaning the most recent 9 months), the last 6 months, the last 3 months and the last 1 month of returns to calculate volatility, and put your numbers in the table below.

Data for ? calculation	Option Price
Last 12 Months
Last 9 Months
Last 6 Months
Last 3 Months
Last 1 Month

Comment on your findings, and pick which value you would use if you had to pick one, and why.

Volatility should be 64.69%

Current Stock Price	$50.00
Strike Price	$60.00
Time to Expiration	0.75
Risk Free Rate	2.00%
Option Price $8.00