Problem 4 Intro The current price of a non-dividend-paying stock is $89 and the annual standard deviation of the rate of return on the stock is 37%. A European put option on the stock has a strike price of $80 and expires in 0.25 years. The risk-free rate is 2% (continuously compounded). Part 1 JB Attempt 1/8 for 10 pts. What is the value of N(-d) in the Black-Scholes formula? 3+ decimals Submit IB Attempt 1/8 for 10 pts. Part 2 What is the value of N(-d2)? 2+ decimals Submit Part 3 IB Attempt 1/8 for 10 pts. What should be the price (premium) of the put option? 1+ decimals Submit