BSM model. Gamma Corp. common shares are trading at $45 on the market. Currently, the continuously compounded risk-free rate is 5% per year and the annual standard deviation of the continuously compounded rate of retum on Gamma. shares is 19%. There are put and call options on Gamma common sheres with an exercise price of $47 and a 170 -day expiry date? Using the Black-Scholes optlon-prieing model, calculate the following: Note: The table of cumulatine normat distribution is on the Moodle site. If you anc using Excel, you need to round d k to 2 digits and N(dk) to 4 digits. a. What is the value of d1 ? Round your answer to twa decinal piaces b. What is the value of coll detta? Round your answer to four decimal chaces c. What is the value of the call option? s Round your answer to two decimal placen d. What is the value of the put option? s Round your answer to wo decimal places