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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

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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 N(d1) $100 $105 $110

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