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A call option has a current price of $60/share and an exercise price of $65/share. The standard deviation is 2% and the risk-free rate is

A call option has a current price of $60/share and an exercise price of $65/share. The standard deviation is 2% and the risk-free rate is 3%. The expiry of the call option is 3 months. Complete the table below.

d1 N(d1) Call Price
d2 N(d2)

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