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A European call option written on one share of Lime & Coconut, Inc. has the following parameter values: S = $34, X = $37, r=

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A European call option written on one share of Lime & Coconut, Inc. has the following parameter values: S = $34, X = $37, r= 6% p.a., o = 29% p.a., T = 8 months. Find the value of d2, rounded to 4 decimals (e.g., 0.0712). (Acceptable % error = 2%) NOTE: Use the continuous time version of the equation (i.e., do NOT use the book's version)

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