4. Compute the Black-Scholes European Call and Put option prices using the formulas below. Show details at the various steps, i.e. show d1, d2, N(d1), N(d2), etc... The stock is currently trading at $40. The riskless rate is 1% per annum, the volatility is 35% per annum, the strike/exercise price of the option is $35, and the time to expiration is 2 years. Display your results for the Call and Put prices to 4 decimals. d1 = d2 = N(d1)= N(d2)= N(-d1)= N(-d2)= C= P = So= K = r = = T = c=S, N(d)-KeN(d) rT N(-d)-S N(-d) p=Ke where d = d2 = In(S /K)+(r+o / 2)T T 2 = In(S,/K)+(r0/2)T