Beta Corp. common shares are trading at $44 on the market. Currently, the continuously compounded risk-free rate is 6% per year and the annual standard deviation of the continuously compounded rate of return on Beta shares is 10%. There are put and call options on Beta common shares with an exercise price of $47 and a 120-day expiry date? Using the Black-Scholes option-pricing model, calculate the following: Note: The table of cumulative normal distribution is on the Moodle site. If you are using Excel, you need to round dk to 2 digits and N(dk) to 4 digits. a. What is the value of d1 ? Round your answer to two decimal places. b. What is the value of call delta? Round your answer to four decimal places. c. What is the value of the call option? 5 Round your answer to two decimal places. d. What is the value of the put option? \$ Round your answer to two decimal places