Problem 14 Intro The current price of a non-dividend-paying stock is $354 and the annual standard deviation of the stock's return is 30%. The risk-free rate is 3% (EAR). A European call option on the stock has a strike price of $340 and expires in 0.25 years. Part 1 Attempt 1/10 for 10 pts. Set up an Excel spreadsheet listing all the inputs for the Black-Scholes formula. What is the continuously compounded risk-free rate? 4+ decimals Submit Part 2 Attempt 1/10 for 10 pts. Find the values of d and d in the Black-Scholes formula. What is the value of d? 3+ decimals