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Assume a stock price of $34.80, an exercise price of $35, nine months to expiration, risk free rate of 2.40 percent, standard deviation of 57

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Assume a stock price of $34.80, an exercise price of $35, nine months to expiration, risk free rate of 2.40 percent, standard deviation of 57 percent, and a dy value of 27167 What is the value of d2 as it is used in the Black Scholes option pricing model? Multiple Choice -22195 0657 -18241 -22 -22233

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