The CFO of Financial Savings has just been granted at-the-money options on 200,000 shares. The options expire in three years. The firm's stock is currently trading at $22 a share, the volatility of the returns as measured by standard deviation is 19 percent, and the continuously compounded risk- free rate is 3.6 percent. What is the value of d as it is used in the Black- Scholes option pricing model? .4102 .1842 .5412 .4927 .4583