Question 27 3 pts Given an underlying stock price of $20, an exercisk price of $20, a time to expiration of 3 months, a risk free rate of 12% and a underlying stock return variance of 16% compute the value of N(D2). 0987 0199 1.88 5987 5199 Question 28 3 pts Assume an initial underlying stock price of $20, an exercise price of $20, a time to expiration of 3 months, a risk free rate of 12% and a underlying stock return variance of 16%. If the underlying stock price decreased to $15 and assuming other variables are held constant, the call option value would increase remain the same decrease indeterminate from the information given