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Consider a 1-year option with exorcise price $100 on a stock with annual standard deviation 15%/The T-bill rate is 2% per year Find N (d_1)

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Consider a 1-year option with exorcise price $100 on a stock with annual standard deviation 15%/The T-bill rate is 2% per year Find N (d_1) for stock prices $95, $100, and $105 (Do not round intermediate calculations. Round your answers to 4 decimal places.)

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