Question 9 20 out of 20 points In(S)x)+(v + 02 In($ok)+(r-02) d,= ori d. ori -=d, -oi a You are considering purchasing a call option with a current stock price of $51 and an exercise price of $49, the option has 182 days to maturity, the yearly risk free rate is currently 3% and the historical volatility for the option is 0.28 You are helping your boss price the option and she has asked you to verify her math by calculating d1 and d2 - You do not need to calculate the option price (10 points each))