Anju has just been granted at$-$the$-$money options on $500,000$ shares of her employer$$s stock. The options expire in three years. The stock is currently trading at $$22$ per share, the volatility of the returns as measured by standard deviation is $19$ percent, and the continuously compounded risk$-$free rate is $3\mathrm{.}6$ percent. What is the value of d$1$ as it is used in the Black$-$Scholes option pricing model?