Assume you are being granted at$-$the$-$money stock options today when the stock is trading at $$32$ per share. These options mature in one year, the continuously compounded risk$-$free rate is $4\mathrm{.}2$ percent, and the volatility of the stock$$s returns is $22$ percent. What is the value of d$2$ as it is used in the Black$-$Scholes model?