Continuing the previous problem, perform a sensitivity analysis on the taste index of the cookies. Let this index vary from 60 to 100 in increments of 5, and keep track of the values in the changing...

Continuing the previous problem, perform a sensitivity analysis on the taste index of the cookies. Let this index vary from 60 to 100 in increments of 5, and keep track of the values in the changing cells and the target cell. Discuss your findings.

Repeat parts a–d of the previous problem for a 6-month European put option with exercise price $40. Again, assume a current stock price of $35, a risk-free rate of 5%, and an annual volatility of 40%.