Intro The current price of a non-dividend-paying stock is $99 and the annual standard deviation of the rate of return on the stock is 20%. A European put option on the stock has a strike price of $80 and expires in 0.25 years. The risk-free rate is 6% (continuously compounded). Part 1 IB Attempt 1/5 for 10 pts. What is the value of N(-dy) in the Black-Scholes formula? 4+ decimals Submit IB Attempt 1/5 for 10 pts. Part 2 What is the value of N(-d.)? 4+ decimals Submit Part 3 IB - Attempt 1/5 for 10 pts. What should be the price (premium) of the put option? 4+ decimals