Use the following information for all of the Financial Options Quantitative Questions. You are analyzing a call option for Boeings stock, which is currently priced at $215.00 per share (stock price). The options exercise price is $205.00. The option has a two-month time to maturity, the 2-month risk-free rate is 0.6% and the market return is expected to be 4%. You expect the following possible stock prices in two months ($180 or $250) and in three months ($160 or $270). First, what is the option delta? Round your answer to the nearest 0.0001.

Use the information provided in the first Financial Options quantitative question (none of this part has changed): You are analyzing a call option for Boeings stock, which is currently priced at $215.00 per share (stock price). The options exercise price is $205.00. The option has a two-month time to maturity, the 2-month risk-free rate is 0.6% and the market return is expected to be 4%. You expect the following possible stock prices in two months ($180 or $250) and in three months ($160 or $270). First, what is the option delta? Round your answer to the nearest 0.0001.).

But now assume that the delta is 0.75. What amount do you need to borrow today to form a replicating portfolio? Round to the nearest 0.01.

Use the information provided in the first Financial Options quantitative question (none of this part has changed): You are analyzing a call option for Boeings stock, which is currently priced at $215.00 per share (stock price). The options exercise price is $205.00. The option has a two-month time to maturity, the 2-month risk-free rate is 0.6% and the market return is expected to be 4%. You expect the following possible stock prices in two months ($180 or $250) and in three months ($160 or $270). First, what is the option delta? Round your answer to the nearest 0.0001.).

But now assume that the delta is 0.75 and the loan amount today is 145. What is the value of the option today? Round to the nearest 0.01.

You are considering investing in a project that has an initial investment cost of $150 million and has a discount rate/risk-free rate of 6% per year. The expected cash flows are $10 million per year starting in year 1 and continuing forever. However, these are based on a 25% chance of earning $6 million per year, a 25% chance of earning $9 million per year, a 25% chance of earning $11 million per year, and a 25% chance of earning $14 million per year. What is the value of the project without any real options? Present the answer in millions of $ and round your answer to the nearest 0.01 (so if your answer is $5,511,000, answer 5.51).