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The current price of a non-dividend-paying stock is $322 and the annual standard deviation of...

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The current price of a non-dividend-paying stock is $322 and the annual standard deviation of the stock's return is 50%. The risk-free rate is 2% (EAR). A European call option on the stock has a strike price of $350 and expires in 0.25 years. Part 1 Attempt 1/10 for 10 pts. Set up an Excel spreadsheet listing all the inputs for the Black-Scholes formula. What is the continuously compounded risk-free rate? 4+ decimals Submit Part 2 18 Attempt 1/10 for 10 pts. Find the values of d, and dy in the Black-Scholes formula. What is the value of dy? 3+ decimals Submit Part 3 IB | Attempt 1/10 for 10 pts. Find the values of N(d) and N(da), using Excel's NORM.S.DIST(d,, true) function. What is the value of N(d)? 3+ decimals Submit Part 4 B Attempt 1/10 for 10 pts. What should be the price (premium) of the call option? 1+ decimals Submit Is Attempt 1/10 for 10 pts. Part 5 What should be the price (premium) of the European put option with the same price and expiration

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