Find N(-d1) in the following question.

Section 2 This problem tries to calculate at-the-money option prices using the Black-Scholes formula, defined as follows: CES, N(d) - Keln(d) p=Ke N(-d)-S, N(-d) whered, In(S,/K)+(r+o2/2)T OT In(s, /K)+(r-o/2)T d, -OJI d JT Time to maturity is 1 year from today. The current stock price is $100, the strike price is $100, the risk-free-interest rate is 10% per annum with continuous compounding, and the volatility is 30% per annum. The stock does not pay any dividend. Calculate the values of the following. Choose the answer that is the closest after rounding. (Each problem below has 1 point each.)