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In excel You are in the middle of calculating the price of a call using Black-Scholes-Merton formula. S(0) = 35. K=36 rf = 0.015 div

In excel You are in the middle of calculating the price of a call using Black-Scholes-Merton formula. S(0) = 35. K=36 rf = 0.015 div Yield (q) = 0.020 T = 28/252 sigma = 35% d1 = -0.250 d2 = -0.347 (a) What is the value of N(d2)? (Enter your answer with 4 decimals, for example, 0.7514.)

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