John is learning to calculate the value of an option using the Black Scholes Model. He is evaluating an option on NKE with an expiration date that is $185$ days from today. The volatility of NKE stock is $0\mathrm{.}04.$

John already knows that for this stock, the $d1$ is $2\mathrm{.}73.$ What is the value of $d2$ for this option?