Intro The current price of a non-dividend-paying stock is $89 and the annual standard deviation of the rate of return on the stock is 24%. A European put option on the stock has a strike price of $120 and expires in 0.25 years. The risk-free rate is 4% (continuously compounded) Attempt 1/1 for 10 pts. Part 1 What is the value of N(-da) in the Black-Scholes formula? 2+ decimals Submit 1 Attempt 1/1 for 10 pts. Part 2 What is the value of N(-d)? 24 decimals Submit Attempt 1/1 for 10 pts. Part 3 What should be the price (premium) of the put option? 0+ decimals Submit