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A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S=$117,X=$105,r=6% p.a., =23% p.a., T=4 months.

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A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S=$117,X=$105,r=6% p.a., =23% p.a., T=4 months. Find the value of d1, rounded to 4 decimals (e.g., 0.0712). NOTE: Use the continuous time version of the equation (i.e., do NOT use the book's version). QUESTION 2 A European call option written on one share of Crook \& Crook, Inc. has the following parameter values: S=$33,X=$3 7,r=5% p.a., =21% p.a., T=5 months. Find the value of d2, rounded to 4 decimals (e.g., 0.0712 ). NOTE: Use the continuous time version of the equation (i.e., do NOT use the book's version)

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