18. Data on stock price, exercise price, volatility, risk-free rate, and time to maturity that can be used to calculate the option prices are provided in the screenshot below. Use the information provided to answer questions 18(a)-18(f). B D E 100 100 92 0.2 0.05 Time until maturity (years) Present value of the exercise price Volatility"SQRTT) 0.252055 98.7476 0.1004 1 Basic Black Scholes 2 3 Current stock price (E) 4 Exercise price (E) 5 Time until maturity (days) 6 Volatility (% per year) 7 Risk-free rate % per year) 8 9 d1 10 d2 11 12 Call price 13 Put price 14 0.176 N(1) Nd2) 0.5697 0.5300 272 4.6365 ??? (d) (a) Write down the Excel formula for cell B10. (15%] (b) Calculate the value for cell B10. (10%] (c) Write down the Excel formula that can be used to calculate the value in cell E9. (10%) The value of N(01) in cell E9 is 0.5697. Discuss the significance of this value in the context of risk management. [30%] (e) You also want to use the put-call parity to calculate the price of a put on the stock with the same exercise price and characteristics. Write down the Excel formula for cell B13. (15%) (f) Calculate the value in cell B13. (10%)