The current price of a non-dividend-paying stock is $106 and the annual standard deviation of the stock's return is 57%. The risk-free rate is 6% (continuously compounded). A European call option on the stock has a strike price of $120 and expires in 0.8 years. A B 1 Inputs 2 Stock price 106 3 Exercise price 120 4 Expiration (years) 0.8 5 St.Dev. of returns 0.57 6 Dividend yield 0 7 Risk-free rate 0.06 Part 1 | Attempt 1/10 for 10 pts. Find the values of d, and d2 in the Black-Scholes formula. What is the value of da? 3+ decimals Submit Part 2 | Attempt 1/10 for 10 pts. Find the values of N(D1) and N(dz), using Excel's NORM.S.DIST(d1, true) function. What is the value of N(dz)? 3+ decimals Submit Attempt 1/10 for 10 pts. Part 3 What should be the price (premium) of the call option? 1+ decimals Submit