Consider an option on a non-dividend paying stock when the stock price is $45, the exercise price is $38, the risk-free rate is 5% per annum, the volatility is 30%, and the time to maturity is five months. What is the value of d1 for a call option? A. 0.5698 1) 0.5698 2) 0.4182 3) 0.5968 4) 0.4031