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Ct=StN(d1)KerTN(d2)d1=Tln(KSt)+(r+2/2)Td2=d1T Given the above formula, and let St=30,K=29,r=5%,sigma=25%,T=4/12 What is d2 ? 0.51 0.26 0.62 0.76

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Ct=StN(d1)KerTN(d2)d1=Tln(KSt)+(r+2/2)Td2=d1T Given the above formula, and let St=30,K=29,r=5%,sigma=25%,T=4/12 What is d2 ? 0.51 0.26 0.62 0.76

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