Video A-Z Excel Online Structured Activity: Black-Scholes Model Assume the following inputs for a call option: (1) current stock price is $20,(2) strice price is $24. (3) time to expiration is a months, (4) annualized risk-free rate is 6%, and (5) variance of stock return is 0.29. The data has been collected in the Microsoft Excel Online file below. Open the spreadsheet and perform the required analysis to answer the question below. Open spreadsheet Use the Black Scholes model to find the price for the call option. Do not round intermediate calculations. Round your answer to the nearest cent Check My Work Resot Problem A Black-Scholes Model B D E F G H $20.00 $24.00 Current price of underlying stock, P Strike price of the option, X Number of months uniti expiration . Time until the option expires, Risk-free rate, TRE B Variance, o 4 Formulas #N/A 6.00% 0.29 #N/A d = N(d) = 0.5000 dz WNIA N(d) = 0.5000 0 1 12 13 14 15 16 17 18 19 20 Vca NA