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S = $23.50, 0 = 0.24, r = 0.055, the stock pays a 2.5% continuous dividend and the option with strike $ 25 expires in

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S = $23.50, 0 = 0.24, r = 0.055, the stock pays a 2.5% continuous dividend and the option with strike $ 25 expires in 3 months, what is d1 by the Black-Scholes formula? -0.0128 0 -0.0472 0 -0.0256 0 -0.3931

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