Problem 19 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $15.93 and the annual standard deviation of the stock's return is 35%. The risk-free rate is 3% (continuously compounded). A European put option on the stock has a strike price of $18 and expires in 0.6 years. A B 15.93 18 1 Inputs 2 Stock price 3 Exercise price 4 Expiration (years) 5 St.Dev. of returns 6 Dividend yield 7 Risk-free rate 0.6 0.35 0 0.03 Part 1 Attempt 1/2 for 10 pts. Find the values of dy and d2 in the Black-Scholes formula. What is the value of d2? 2+ decima Submit Part 2 - Attempt 1/2 for 10 pts. Find the values of N(-d1) and N(-d2), using Excel's NORM.S.DIST(d1, true) function. What is the value of N(-d2)? 2+ decima Submit Part 3 Attempt 1/2 for 10 pts. What should be the price (premium) of the put option? 2+ decima Submit