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#1: what is the call option given the following information? You will also use this data for 2 questions following: Time (years) = .25 Strike

#1: what is the call option given the following information? You will also use this data for 2 questions following:

Time (years) = .25

Strike = $40

Stock Price = $37

Risk-free rate = 2%

Volatility = 30%

#2 Given the BSMOPM data above, what is d2?

#3 Given the above BSMOPM data above, what is N (-d2)?

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