Use the VCVtools.com site to compute the value of the random expiration call option with the same inputs as in HW 1, reproduced here:

Current stock price = $1,573

Strike = $1,560

Volatility = 20%

Expiration = 1 week

Risk-free rate = 0%

2) Draw the exit diagram for the following equation

x V + x C(20) -C(30)+1/4xC(50)