Question 7 Suppose you want to value a call option under the following normal probability table attached) in order to get a lot to be based on the Black-Scholes (1973) model So = current stock price = 10 X = exercise price = 9.5 ry-risk-free rate = 10% 8 = annual dividend yield = 0% T = time remaining until expiration = 0.25 (one quarter) 0 = standard deviation - 5 What are the values of N/dy) and N[d.)? O 0.6664; 0.8319 O 0.6664; 0.7910 0.6664: 0.5714 O 0.6331; 0.7910