Financial mathematics problem. Upvote is promised. Thanks!!!

9. In the Black Scholes model the value of a standard European call option with strike K and expiry time I is given by where c=SND)- Ke"IN(d)) d, = (log(S/K)+(r+o/2)T)/ OJT d) = (log(S/K)+(r 0 / 2)T)/JT 9. In the Black Scholes model the value of a standard European call option with strike K and expiry time I is given by where c=SND)- Ke"IN(d)) d, = (log(S/K)+(r+o/2)T)/ OJT d) = (log(S/K)+(r 0 / 2)T)/JT