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Black Scholes Merton Model Consider a call option with a strike price equal to Php78, which will expire after 3 months. The option's underlying asset is a stock priced at Php72 per share and has an annual variance equal to 25 percent. The current risk-free rate is equal to 8.5 percent. (Use Black Scholes Merton Model) Required: a) d1 (5pts) b) d2 (5pts) c) N(d1)(2pt) d) N(d2)(2pt) e) Call Option Price (6pts) Black Scholes Merton Model Consider a call option with a strike price equal to Php78, which will expire after 3 months. The option's underlying asset is a stock priced at Php72 per share and has an annual variance equal to 25 percent. The current risk-free rate is equal to 8.5 percent. (Use Black Scholes Merton Model) Required: a) d1 (5pts) b) d2 (5pts) c) N(d1)(2pt) d) N(d2)(2pt) e) Call Option Price (6pts)