Mars Corp. common shares are trading at $41 on the market. Currently, the continuously compounded risk-free rate is 9% per year and the annual standard deviation of the continuously compounded rate of return on Mars shares is 10%. There are put and call options on Mars common shares with an exercise price of $49 and a 150-day expiry date? Using the Black-Scholes option-pricing model, calculate the following: Notes: 1. The cumulative standard normal table is available on Moodle. 2. Use full accuracy in all the calculations excep for finding N (d1,2). These values are supposed to come from the table, which has 2 decimals accuracy. Thus, if you are using Excel you must round the arguments of N (1,2) to a. What is the value of d? Number Round your answer to two decimal places b. What is the value of call delta? Number Round your answer to four decimal places c. What is the value of the call option? $ Number Round your answer to two decimal places d. What is the value of the put option? $ Number Round your answer to two decimal places. to 2 decimals. O