You are writing a call on a non-dividend paying stock that has the following characteristics. Using the Black-Scholes pricing formula, what should you change for this option? You know the following values Stock Price: Exercise Price: 576 580 Ki 3% Maturity 6 months Volatility: 40% D Question 13 What is the value of d;? Edit View thisent Format Toob Title 12 Parah BIVA 2 Pa EVE What is the value of dz? Question 15 What is the value of Nid1)? D Question 16 What is the value of N(d)? Question 17 What is the value of a call option with these characteristics? Edit View Insert Format Tools Table 12pt Paragraph BIVAL TOOD DEVE Question 18 What is the value of a PUT option with the same characteristics? Edit View Insert Format Tools Table 12pt Paragraph B IV Aervoo