lhe following information applies to the next two questions. Use the Black-Scholes Option Pricing Model for the following option. Stock price So $70; Time to Maturity T = 6 months; Risk free rate r 10% annually; Standard deviation STD 50% per year. No dividends will be paid before option expires. a What is the value of di in the Black-Scholes model for a call option with a striking price of $70 on the above stock?In (70/70)t(0 (.S1/2)..5) a. $0.21 b. $0.32 c. $0.43 d. $0.54 What is the Black-Scholes value of the above call option in previous problem? a. $11.56 b. $13.75 c. $14.53 d. $15.74