Problem 16-7 10 points Consider a 1-year option with exercise price $70 on a stock with annual standard deviation 20%. The T-bill rate is 2% per year. Find N(d) for stock prices (a) $65, (b) $70, and (c) $75. (Do not round intermediate calculations. Round your answers to 4 decimal places.) eBook N(d1) Print S $ 65 $ 70 $ 751 References