Assume you are being granted at-the-money stock options today when the stock is trading at $32 a share. These options mature in one year, the continuously compounded risk-free rate is 4.2 percent, and the volatility of the stocks returns is 22 percent. What is the value of d2 as it is used in the Black-Scholes model? .0936 .0809 .0752 .0927 .0847