A binary option pays off $165 if a stock price is greater than $65 in three months. The current stock price is $50 and its volatility is 40%. The risk-free rate is 4% and the expected return on the stock is 10%. Note that some of the subsequent values were assumed and not calculated. Question 26 of 301.0 Points Click to see additional instructions The risk-neutral probability of the payoffs (d2) is . Enter the amount, either negative (e.g., -5.6789) or positive (e.g., 5.6789), rounded to four decimals. Mark for Review What's This? Question 27 of 301.0 Points Click to see additional instructions Assume that d2 was calculated as 1.4250 (minus 1.4250), use the tables to determine N(-d2), use interpolation. The probability is therefore = . Enter the four-decimal cumulative probability (e.g., 0.5832). Mark for Review What's This? Question 28 of 301.0 Points Click to see additional instructions What will the value of the option be if N(-d2) were determined to be 0.1072? The value of the option is $ . Round your answer to two decimal places (e.g., 12.23)