Assume the following for Q1-Q3: rf = 0 and underlying at 100. Annual stdev of $45. 28 trading days left for the option before expiration. 252 Q1. CALL option with strike of $92.50. Q1a. What is the probability for CALL to expire in the money (4 points)? Assume the following for Q1-Q3: rf = 0 and underlying at 100. Annual stdev of $45. 28 trading days left for the option before expiration. 252 Q1. CALL option with strike of $92.50. Q1a. What is the probability for CALL to expire in the money (4 points)