The current price of a stock is $100. Consider the Black-Scholes model price of a six-month call option at strike $101, given an interest rate of 2% and a dividend rate of 1%? The volatility is 25%. What is the risk-neutral probability of the option ending up in the money?

(a) 0.45

(b) 0.48

(c) 0.49

(d) 0.50

Answer a.

the answer is given. im just trying to learn the steps involved before finals. the last person to work this didnt get the answer that was given so im reposting this one.