Please in VBA format.

Q6. (20 points) In Module Q6, write a function procedure named BSCa 11. This function returns the Black-Scholes price of a European call written on a non-dividend paying stock. The expression of call price (C) is given by d1d2C=Tln(S0/K)+(r+2/2)T=d1T=S0N(d1)KerTN(d2) The arguments of the function are the current stock price SO, strike price of the option K, time-tomaturity T, risk-free interest rate r, volatility of the stock returns sig. There is no requirement in the datatype of these arguments. Note: In Excel, built-in function NORMSDIST is to return the cumulative distribution function (CDF) of a standard normal distribution, which is N() function. You can call this function in VBA to return N(d1) and N(d2). The online document of this Excel function is https://support.microsoft.com/en-us/officeormsdist-function-463369ea-0345-445d-802a4ffod6ce7cac VBA built-in function Exp is to calculate exponential of a number. https://learn.microsoft.com/en-us/office/vba/language/reference/user-interface-help/exp-function Worksheet "Q6" gives the inputs values of a European call, calculate the call price using BSCa 11 function in cell B10