Compute the value of d1 in the Black Scholes option pricing model to price levered equity like a call option. The debt has a face value of 10 and matures in 3 years. The risk-free rate is 3%, the firm's stock return volatility is 68%, and the total return volatility is 55%. The market value of the firm is 22. Round your final answer to the nearest hundreth, e.g. 16.434 --> 16.43, 16.426 --> 16.43