Using the computer spreadsheet you created in Question, graph the Black-Scholes value as a function of today's stock value for options with two different interest rates: 5% and 20%. That is, repeat Figure for a 3- month option with strike price K = $90, 3 months to expiration, and a 20% volatility.
Question :
Write a computer spreadsheet that computes the Black-Scholes value on row 4 as a function of its five inputs (in the first two rows). This will teach you more about the Black-Scholes formula than all the pages in this book. Recall that the normal distribution function is normsdist.
