A non-dividend paying stock is trading at 20; the exercise price of it's European call is 18 The risk-free rate is 6.0% per annum, the volatility is 39.60% per annum, and the maturity is 6-months. What is the value of N(d2)--the probability of the option being exercised? Formula:d2d1=[lnS/X+rcT+(2T)/2]/(T)=d1T [Caution: answer the value of N(d2) using Normsdist in Excel, and not just the value of (d2)] Question 14 10 pts [Exactly the same problem as above, Continued] A non-dividend paying stock is trading at 20; the exercise price of it's European call is 18 The risk-free rate is 6.0% per annum, the volatility is 39.60% per annum, and the maturity is 6-months. What is the price of this European Call Option? Formula: European c0=S0N(d1)XeercTN(d2) [Caution: find the value of N(d1) and N(d2) using Normsdist in Excel]