Question #52 (10 points) XYZ stock is currently trading at $77.75 per share. European put options on the stock, with a strike price of $75, are available. The options expire in 3 months. If the risk-free rate of interest is 10%, what is the value of the put options using the Black-Scholes- Merton model? Volatility is 18%. (a) Provide formulas with numerical values inserted: di and d2. [4 points) (b) Provide the values for N(.) as appropriate and include in the option pricing formula. [4 points] (c) Provide the option price. (2 points)