Problem 30 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $303 and the annual standard deviation of the rate of return on the stock is 38%. A European call option on the stock has a strike price of $310 and expires in 0.4 years. The risk-free rate is 26% (continuously compounded). Part 1 - Attempt 1/2 for 10 pts. What is the value of the term dy in the Black-Scholes formula? 3+ decima Submit Attempt 1/2 for 10 pts. Part 2 What is the value of N(d)? 2+ decima Submit Part 3 Attempt 1/2 for 10 pts. What should be the price (premium) of the call option? 1+ decima Submit Part 4 - Attempt 1/2 for 10 pts. What is the call's current hedge ratio (delta)? 2+ decima Submit