3 10 points Consider a European call option on a non dividend paying stock when the stock price is $30, the exercise price is $29. the risk-free interest rate is 4% per annum, the volatility is 26% per annum, and the time to maturity is four months. Find the inverse of the standard normal cumulative distribution, with a probability equal to the probability that the option will be exercised in arisk-neutral world. Hint before you jump to your Excel right away and start typing the NORMS.INV formula, consider pausing for a little bit to think what the actual question is Enter your answer rounded to four decimal places. For example, if your calculation results in 0.1234567, you only need to enter 0.1234 Type your answer D