Use the following info to answer question 14 ) through 15 ). Suppose you have the following inputs for option valuation. Underlying asset price =$100, the annualized standard deviation of the asset =30%, the continuously compounding risk-free rate =8%. The B-S-M formula for a European call option is where C=SeTN(d1)KerTN(d2) d1=Tln(S/K)+[r+(2/2)]Td2=d1T The B-S-M formula for a European put option is P=KerTN(d2)SeTN(d1) 14. You are valuing a European call written on the asset with the strike price of $100 and the expiration of 6 months. No dividends are expected to be paid in 6 months. N(d1) and N(d2) are a) 0.5389&0.4872 b) 0.6159&0.5329 c) 0.7728&0.6531 d) 0.6621&0.5522