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A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S = $116, X = $101,

A European call option written on one share of Ponce de Leon Foods, Inc. has the following parameter values: S = $116, X = $101, r = 7% p.a., = 27% p.a., T = 6 months. Find the value of d1, rounded to 4 decimals (e.g., 0.0712). NOTE: Use the continuous time version of the equation

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