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. can someone please provide me with easy to follow steps before finals. thanks