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Question 13 2.5 pts 13NN. What is the value d2 from equation 5.11 on page 216 of the text book? REQUIRED STATEMENT FOR THIS

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Question 13 2.5 pts 13NN. What is the value d2 from equation 5.11 on page 216 of the text book? REQUIRED STATEMENT FOR THIS QUESTION (QUESTION 13NN) IS SAME AS FOR QUESTION 9NN. HOWEVER, I AM PROVIDING YOU THE STATEMENT BELOW FOR YOUR REFERENCE. TO SAVE TIME, YOU MAY NOT NEED TO RE-READ THE STATEMENT. The following statement is applicable to questions 9NN through 14NN. Please find call option price carefully and all questions 9NN to 14NN can be answered by the correct steps used in calculation of the call option price. You have been asked to find the call option value for a company with the weekly closing stock prices as shown below. Assume the option expires in 120 days (there are 365 days in an year), annual risk free interest rate is 2 percent and the exercise (strike) price is $60.00. Week Stock Price Week5 $56.00 Week 4 $53.25 Week 3 $50.12 Week 2 $53.50 Week 1 $56.00 O -0.0997 O-0.4682 -0.0690 O-0.3671

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