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An option has strike price of $ 5 6 and 2 months to expiry. The current price of the underlying share is $ 2 6

An option has strike price of $56 and 2 months to expiry.
The current price of the underlying share is $26 and its volatility (sigma) is 33%.
The riskfree rate of interest is 4% per annum.
Calculate d2 for this option. [your answer should have at least 2 decimal places]

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