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 $ 71 $62.48 7.9% 3.75 21.2% Answer the following d1 ld2 N(D1) N(2) Call Value dy = In(So /X) + (r - 0 + 02/2)T OVT dz = d7-0 VT Cu = Spe-T Nd,) - Xe-T N(d))