Intro The current price of a non-dividend-paying stock is $121 and the annual standard deviation of the stock's return is 45%. The risk-free rate is 6% (continuously compounded) A European call option on the stock has a strike price of $130 and expires in 0.8 years. A B 1 Inputs 2 Stock price 121 3 Exercise price 130 Expiration 4 0.8 (years) 5 St.Dev. of returns 0.45 6 Dividend yield 0 7 Risk-free rate 0.06 Part 1 IB Attempt 1/8 for 10 pts. Find the values of d, and d2 in the Black-Scholes formula. What is the value of d2? 2+ decimals Submit Part 2 IB Attempt 1/8 for 10 pts. Find the values of N(d1) and N(dz), using Excel's NORM.S.DIST(d1, true) function. What is the value of N(dz)? 2+ decimals Submit Part 3 IB Attempt 1/8 for 10 pts. What should be the price (premium) of the call option? 1+ decimals Submit