Consider the Black-Scholes option pricing formula in finding the price of a European call option on a non-dividend-paying stock when the stock price is $50, the strike price is $60, the continuously compounded risk-free interest rate is 6% per annum, the volatility is 30% per annum, and the time to maturity is 0.75 year.

What are the (approximate) values for N(- d1) and N(- d2) ?

Group of answer choices:

(a)0,8549 and 0.6449

(b)0,4549 and 0.6546

(c)0,7549 and 0.6449

(d)0,6549 and 0.7449