Problem 6 >> 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 27%. A European put option on the stock has a strike price of $200 and expires in 0.75 years. The risk-free rate is 5% (continuously compounded). JB Attempt 1/3 for 10 pts. Part 1 What is N(-d)? N(-0.2429) = 0.404 N(-1.197) = 0.1156 N(-1.605) = 0.0543 N(-1.249) = 0.1059 N(-0.747) = 0.2276 Submit Io Attempt 1/3 for 10 pts. Part 2 What is N(-d2)? ON(-1.015) = 0.1551 ON(-1.371) = 0.0852 ON(-0.513) = 0.304 N(-1.743) = 0.0407 ON(-0.00911) = 0.496 ON(-0.963) = 0.1677 Submit Part 3 IB Attempt 1/8 for 10 pts. What should be the price (premium) of the put option? 1+ decimals Submit