The current price of a non-dividend-paying stock is $379 and the annual standard deviation of the stock's return is 50%. The risk-free rate is 3% (EAR). A European call option on the stock has a strike price of $360 and expires in 0.25 years. Part 1 Attempt 1/10 for 10 pts. Set up an Excel spreadsheet listing all the inputs for the Black-Scholes formula. What is the continuously compounded risk-free rate? 4+ decimals Submit Part 2 B Attempt 1/10 for 10 pts. Find the values of d, and dy in the Black-Scholes formula. What is the value of d? 3+ decimals Submit Part 3 Attempt 1/10 for 10 pts. Find the values of N(d) and N(da), using Excel's NORM.S.DIST(d, true) function. What is the value of N(d)? 2+ decimals Submit IB Attempt 1/10 for 10 pts. Part 4 What should be the price (premium) of the call option? 1+ decimals Submit Part 5 OB Attempt 1/10 for 10 pts. What should be the price (premium) of the European put option with the same price and expiration? 1+ decimals