Create an extension of the option calculator you built in part 1 of this problem set to reproduce the call diagram shown in slide 2 of lecture 5. The parameters for the options shown are a strike of 50, time to expiration of 1 year, risk-free rate of 10%/year, and volatility of 39.115%/year ^(1/ 2) . The red dashed curve corresponds to a time-to-expiration of one year. The solid blue line corresponds to a time-to-expiration of zero years. However, the Black-Scholes formula does not react well to zero time to expiration (you’ll get “divide by zero” errors if you try this), so use a very small time to expiration instead. I find that 1/1,000,000 years works well as a proxy for zero. Your answer to this question is (i) a copy of your reproduction of the call diagram shown in slide 2 of lecture 5 and (ii) a screenshot of your calculation: part of your spreadsheet if you calculated this in a spreadsheet or part of your code if you did this using something like MatLab or Python.