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A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S = $115, X = $107,
A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S = $115, X = $107, r = 7% p.a., sigma = 29% p.a., T = 5 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).
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