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Consider a 1 - year option with exercise price $ 1 0 5 on a stock with annual standard deviation 1 0 % . The

Consider a 1-year option with exercise price $105 on a stock with annual standard deviation 10%. The T-bill rate is 2% per year. Find N(d1) for stock prices $100, $105, and $110.(Do not round intermediate calculations. Round your answers to 4 decimal places.) S $100 N(d1)_______ S $105 N(d1)______ S $110 N(d1)__________

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