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A stock is currently trading for $54.99/share and the annualized variance of the logarithmic return is 0.15. A call option on the stock has a

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A stock is currently trading for $54.99/share and the annualized variance of the logarithmic return is 0.15. A call option on the stock has a strike price of $61 and 5 months until expiration. The continuously compounded riskfree rate is 0.06. What would be the value of the parameter d2 in the Black-Scholes setting? Round your answer to two decimal places

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