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Given an underlying stock price of $20, an exercise price of $20, a time to expiration of 3 months, a risk free rate of 12%

Given an underlying stock price of $20, an exercise price of $20, a time to expiration of 3 months, a risk free rate of 12% and a underlying stock return variance of 16% compute the value of d1. .25 .05 1.88 .5987 .5199

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