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Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does

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Abi company is currently trading at $16. There are call and put options with $15 strike price and 3 month maturity. The company does not pay dividend. The risk free rate is 2.5 percent. Abi has 40 percent standard deviation. What is the cumulative normal distribution of d1? 1.4843 0.9228 0.6773 1.1921

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