A non$-$dividend paying stock is trading at $20$; the exercise price of it's European call is $18$

The risk$-$free rate is $6\mathrm{.}0\%$ per annum, the volatility is $39\mathrm{.}60\%$ per annum, and the maturity is $6-$months.

What is the value of N$($d$2)--$the probability of the option being exercised?

Formula: d$1=[$ln S$/$X $+$ rc T $+(\backslash$sigma $2$T$)/2]/(\backslash$sigma $$T$)$

d$2=$ d$1-\backslash$sigma $$T

$[$Caution: answer the value of N$($d$2)$ using Normsdist in Excel, and not just the value of $($d$2)]$