4 22 4 2 2 Suppose you own a European Put option Pon a stock. The underlying stock price S = 150$; The exercise price X = 200$. Annual risk-free rate r = 10%; Standard deviation of the underlying stock's return o = 0.3 and time to expiration=0.5 year. Question : Find d1, d2 using the Black-Scholes formula? d1=-1.014; d2=1.226 d1=-1.698; d2=-1.486 d1=1.698; d2=1,486 d1 - 1.014: d2=-1.486