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Consider a call option with a strike price (X) of $100 that expires in six months (t=0.5). If the current stock price (S) is $100,
Consider a call option with a strike price (X) of $100 that expires in six months (t=0.5). If the current stock price (S) is $100, the underlyings stocks volatility () of the stock is 0.2, and the risk-free rate (rrf) is 5% what is N(d1)? The Excel NORMSDIST(z) function will be helpful for this problem.
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