Question 3 Spot price at 0, S0 Strike price, K Risk-free interest rate, r (per annum) Maturity time, T (in years) Spot price volatility, (annualized)...

Hi, I am doing Derivative coursework and i am at question 3 part b right now.

I dont know how to adjust my excel workings into the part b (european cash-or-nothing call option)

Attached below are my current workings on question 3 and the question sheet

• Attachment 1
• Attachment 2