Problem 1 Intro The current price of a non-dividend-paying stock is $328 and the annual standard deviation of the rate of return on the stock is 30%. A European call option on the stock has a strike price of $340 and expires in 0.25 years. The risk-free rate is 2% (continuously compounded). Part 1 IB Attempt 1/8 for 10 pts. What is the value of N(d) in the Black-Scholes formula? Use Excel's NORM.S.DIST(d, true) function. 2+ decimals Submit IB Attempt 1/8 for 10 pts. Part 2 What is the value of N(d)? 24 declinals Submit Attempt 1/8 for 10 pts. Part 3 What should be the price (premium) of the call option? 1+ decimals Submit