Find the price of an American call on a stock that matures in two months and its price changes i) daily ii) weekly iii) monthly (no dividends, 1 month = 20 days = 4 weeks). The exercise price is 300,...

Find the price of an American call on a stock that matures in two months and its price changes i) daily ii) weekly iii) monthly (no dividends, 1 month = 20 days = 4 weeks). The exercise price is 300, the spot price of the stock is 310, the risk-free rate is 8% per annum and stock volatility is 30% per annum.