Intro The current price of a non-dividend-paying stock is $16.05 and the annual standard deviation of the stock's return is 44%. The risk-free rate is 5% (continuously compounded). A European put option on the stock has a strike price of $16 and expires in 0.6 years. B 16.05 16 1 Inputs 2 Stock price 3 Exercise price 4 Expiration (years) 5 St.Dev. of returns 6 Dividend yield 7 Risk-free rate 0.6 0.44 0 0.05 Part 1 IB Attempt 1/8 for 10 pts. Find the values of dy and do in the Black-Scholes formula. What is the value of d2? 3+ decimals Submit Part 2 Attempt 1/8 for 10 pts. Find the values of N(-dt) and N(-d2), using Excel's NORM.S.DIST(d1, true) function. What is the value of N(-d)? 2+ decimals Submit Part 3 IB Attempt 1/8 for 10 pts. What should be the price (premium) of the put option? 2+ decimals Submit