FGH stock sells for $75/share. Call options on the stock have a strike price of $80 and expire in three months. The annual risk-free rate is 9% and the expected standard deviation of the stock is 50% Find d associated with the Black-Scholes option pricing model. Round intermediate steps and your final answer to four decimals 4734 0_0430 3346 QUESTION 18 Use the Black-Scholes option pricing model to find the present value of the call option Round intermediate steps to four decimals and your final answer to two decimals $6.41 56.11 59.34 54.73 Click Save and Submit to save and submit. Click Save All Answers to save all answers Save All Answers O I 9