## The stock of Blackscholesian Co. currently sells for $1S00 p…

The stock of Blackscholesian Co. currently sells for $1S00 per share. The annual stock price volatility is 20%, and the annual continuously compounded risk-free interest rate is 5%.The stock's annual continuously compounded dividend yield is 3%. a) Find the value of d1 in the Black-Scholes formula for the price of a call option on Blackscholesian…