Intro The current price of a non-dividend-paying stock is $349 and the annual standard deviation of the rate of return on the stock is 60%. A European call option on the stock expires in 0.25 years. Its strike price is $250. The risk-free rate is 2% (continuously compounded). Part 1 E Attempt 1/3 for 10 pts. What is the value of N(d1) in the Black-Scholes formula? Use Excel's NORM.S.DIST( d1, true) function. What is the value of N(d2) ? Part 3 What should be the price (premium) of the call option