Problem 24 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $123 and the annual standard deviation of the stock's return is 60%. The risk-free rate is 5% (continuously compounded). A European call option on the stock has a strike price of $110 and expires in 0.8 years. A B 1 Inputs 2 Stock price 123 3 Exercise price 110 4 Expiration (years) 0.8 5 St.Dev. of returns 0.6 6 Dividend yield 0 7 Risk-free rate 0.05 Part 1 Attempt 1/2 for 10 pts. Find the values of dy and d2 in the Black-Scholes formula. What is the value of da? 4+ decima Submit Part 2 Attempt 1/2 for 10 pts. Find the values of N(d1) and Nd2), using Excel's NORM.S.DIST(d, true) function. What is the value of N(dz)? 2+ decima Submit Part 3 - Attempt 1/2 for 10 pts. What should be the price (premium) of the call option? 1+ decima Submit