Use the Black-Scholes formula to find the value of a call option based on the following inputs. (Round your final answer to 2 decimal places. Do not round intermediate calculations.) Stock price Exercise price Interest rate Time to expiration Standard deviation of stock's returns $ 42 $45.78 7.2% 1.5 17.9% Answer the following d1 d2 IN(1) N(2) Call Value d1 = In(S0/X) +(r-+022) OT de = da- OT dy = In(So /X) + (r - 0 +022)T OVT dz = dy-OT Co = See-ot (da) - Xert N(d)