Consider a European call option on a non-dividend paying stock. The current price of the stock underlying the option is $45. The strike price of the option is $41. The risk-free rate is 7% per year. The volatility is 25% per year. The option expires in 9 months. A) Fill in the table for the variables needed to apply the Black-Scholes-Merton model. B) Calculate d1 and d2. Be sure to use excel function to calculate the natural log, square root, and exponential terms. Calculate N(d1) and N(d2) using the excel function =NORM.DIST(d, 0, 1, 1). Calculate the price of the call option according to the Black-Scholes-Merton formula. C) Analyze the effect of a change in the stock price on the call price. Fill in the table. Create a plot of strike price (x-axis) vs. call option price (y-axis). D) Analyze the effect of a change in the risk-free rate on the call price. Fill in the table. Create a plot of risk-free rate (x-axis) vs. call option price (y-axis). E) Analyze the effect of a change in the volatility on the call price. Fill in the table. Create a plot of volatility (x-axis) vs. call option price (y-axis). F) Analyze the effect of a change in the time to expiration on the call price. Fill in the table. Create a plot of time to expiration (x-axis) vs. call option price (y-axis). Please show work on excell