please share excel formulas

Problem 24 You have until 7:20 PM to complete this assignment Intro The current price of a non-dividend-paying stock is $123 and the annual standard deviation of the stocks return is 67%. The risk-free rate is 4% (continuously compounded). A European call option on the stock has a strike price of $110 and expires in 0.8 years B 1 Inputs 2 Stock price 3 Exercise price 110 4 Expiration (years) O.B 5 St.Dev. of returns 0.67 6 Dividend yield 0 7 Risk-free rate 0.04 123 Part 1 Attempt 1/2 for 10 pts. Find the values of dy and dz in the Black-Scholes formula. What is the value of d2? 3+ decima Submit Part 2 Attempt 1/2 for 10 pts. Find the values of N(d) and (d), using Excel's NORM.S.DIST(d4, true) function. What is the value of (d)? 3. decima Submit Part 3 Attempt 1/2 for 10 pts. What should be the price (premium) of the call option? 1+ decima Submit