Using the table above as the base case, find the value of the call for a range of maturities say from 1 month to 12 months. Plot these values in Excel. (Provide some narrative on these factors. Which factor seems to provide the most impact? Why?)

Stock Price (S) Exercise Price (X) Risk-Free Rate (Rt) Variance (6) Time in Years (T) 50 45 0.06 0.2 0.25 Stock Price (S) Exercise Price (X) Risk-Free Rate (Rt) Variance (6) Time in Years (T) 50 45 0.06 0.2 0.25