Suppose a zero dividend payment stock is selling for K48 per share. The standard deviation of the return on this stock is 25%. The risk free rate s 8%. The option has a strike price K50.For a 6 month call option on this stock,find; (a) D1 (b) D2 (c) N(01) (d) N(02) (e) Value of the call option (f) Value of the put option (4 Marks) (4 Marks) (4 Marks) (3 Marks) (6 Marks) (4 Marks) (25 Marks)