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d1 in the Black-Scholes-Merton Formula is 0.0001. N(-d1) is closest to a) 0.0 b) 0.5 c) 1.0 d) 0.1

d1 in the Black-Scholes-Merton Formula is 0.0001. N(-d1) is closest to

a) 0.0

b) 0.5

c) 1.0

d) 0.1

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