Black-Scholes-Merton Model 2. Use the following assumptions to answer the questions below. You must show all work for full credit. You may use the lookup tables provided in class and on Canvas or excel to compute N(x). (4 points) S = $14.42, K = $20.00, t = 211 days, r = 2.9%, and = a. Calculate d and d b. Calculate N(d) and N(d2) C. d. Using these answers, calculate the BSM value of a call. = 0.98 Using the Option-Spot No Arbitrage Condition, what is the value of the put?