Problem 10 Intro The current price of a non-dividend-paying stock is $251 and the annual standard deviation of the rate of return on the stock is 50%. A European call option on the stock expires in 0.25 years. Its strike price is $320. The risk-free rate is 5% (continuously compounded). IB Attempt 2/10 for 8 pts. Part 1 What is the value of N(du) in the Black-Scholes formula? Use Excel's NORM.S.DIST(d1, true) function. 3+ decimals Submit 18 Attempt 1/10 for 10 pts. Part 2 What is the value of N(d)? 3+ decimals Attempt 1/10 for 10 pts. Part 3 What should be the price (premium) of the call option? 1+ decimals Submit