Problem 26 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $331 and the annual standard deviation of the stock's return is 50%. The risk-free rate is 6% (EAR). A European call option on the stock has a strike price of $330 and expires in 0.25 years. Part 1 Attempt 1/2 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? 3+ decima Submit Part 2 - Attempt 1/2 for 10 pts. Find the values of dy and d2 in the Black-Scholes formula. What is the value of d2? 3+ decima Submit Part 3 Attempt 1/2 for 10 pts. Find the values of N(D1) and N(dz), using Excel's NORM.S.DIST(d1, true) function. What is the value of N(d)? 3+ decima Submit Part 4 - Attempt 1/2 for 10 pts. What should be the price (premium) of the call option? 1+ decima Submit Part 5 Attempt 1/2 for 10 pts. What should be the price (premium) of the European put option with the same price and expiration? 1+ decima