QUESTION 4 Use the Black Scholes formulas and Excel (to avoid rounding errors in the final answers) to answer this question. Consider an option on a non-dividend-paying stock when the stock price is $44, the exercise price is $40, the risk-free interest rate is 6%, the volatility is 25% per annum, and the time to maturity is 4 months. (a) Find N(d1 ), enter answer to 3 decimal places. (b) Find N(d2), , enter answer to 3 decimal places. (c) What is the price of the option if it is a European call? Round answer to 3 decimal places. (d) What is the price of the option if it is a European put? Round answer to 3 decimal places