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According to the Black-Scholes model for pricing options, N(d2) represents: The delta of an option on a non-dividend paying stock. The risk-neutral probability of exercising
According to the Black-Scholes model for pricing options, N(d2) represents: The delta of an option on a non-dividend paying stock. The risk-neutral probability of exercising a call stock option. The risk-neutral probability of exercising a put stock option. The risk-neutral probability of a call stock option will expire out-of-the money. The real-world probability of exercising a call stock option
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