Create a Black-Scholes calculator using a spreadsheet program or programming language. (You need not turn this part in, but may be asked to use it for future assignments.)

Look up on Yahoo Finance the prices of one-year at-the-money call options on shares of Microsoft, Yahoo, and Sun Microsystems. Determine the values of sigma corresponding to these option prices.

You should turn in a three-line homework, in which each line has the five values used to determine the sigma, and the resulting sigma. (One line for each company.)