For two options on a non-dividend-paying stock following the Black-Scholes framework, you are given: Option 1 Call option price 3.00 x 0.0800 -5.694 2 0.30000.0320 -2.482 1.00 Calculate x, if the price of the stock is 50 and the continuously compounded risk-free rate is 5.11% per annum. For two options on a non-dividend-paying stock following the Black-Scholes framework, you are given: Option 1 Call option price 3.00 x 0.0800 -5.694 2 0.30000.0320 -2.482 1.00 Calculate x, if the price of the stock is 50 and the continuously compounded risk-free rate is 5.11% per annum