Given that d1=1.50 in the Black-Scholes formula, the time to expiration of a call option is two months, the risk-free rate is 6% per year, and the standard deviation of returns on the shares underlying the call option is 20%. What is the value of d2 if the exercise price is $28 and the stock price is $31.23 ? A) 1.58 B) 1.42 C) 1.48 D) 1.50