Suppose you want to value a call option under the following circumstances. Use the cumulative normal probability table (attached) in order to get a value for Nd). Answer the following two questions based on the Black-Scholes (1973) model. So = current stock price = 10 X = exercise price -9.5 -risk-free rate - 10% 8-annual dividend yield -0% T = time remaining until expiration = 0.25 (one quarter) o= standard deviation = =.5 What are the values of N(d) and N(d)? O 0.6664; 0.5714 O 0.6664;0.7910 O 0.6664; 0.8319 O 0.6331; 0.7910 3 pts Question 8 ? The price of this call option would be $250 O $1.37 O $11.70 O $13.70