Question 4. Use your Black-Scholes spreadsheet to compute the values of two-month European call and put options on treasury bond futures with an exercise price of 130% of par. The underlying futures contract expires in three months and is currently priced at 132% of par. A treasury bond futures contract requires the delivery of a $100,000 par value bond which has 15 years to maturity and pays 6% coupon payments (i.e., the annualized and continuously compounded coupon yield is 5.91% ). The riskless interest rate is 3% and the volatility rate of long-term treasury bonds is 10%. (a) Fill in the following blanks to indicate the parameter values used in your completed spreadsheet. (Please report your answers for d and N(d) to four decimal places). S X r b T d1 d2 N(d1) N(d2) (b) Fill in the following blanks to indicate the option values and deltas from your completed spreadsheet. (Please report your answers to four decimal places.) (c) Suppose the actual price of the put option is 2% of par. What is the option's "implied volatility"? (Please report your answer to four decimal places.) Implied volatility =