Use the Black-Scholes option pricing model to price the following European call option. Stock price$ Exercise price $ 64.00 66.00 2.40% 3,00% 9 10.00% Risk free rate Dividend yield Time to expiration (in months) Std dev of stock return Compute d1 (report answer to 4 decimal places but do not round in calculations) a. d1 b. Compute d2 (report answer to 4 decimal places but do not round in calculations) d2 c. What is the value of the call option? (Hint: Use Excel function normsdist to compute Nd's) Call option value (to nearest cent)