The current stock price of Oracle is $34 and the stock does not pay dividends. The instantaneous riskfree rate of return is 5%. The instantaneous standard deviation of Oracle's stock is 35%. You wish to purchase a call option on this stock with an exercise price of $25 and an expiration date 73 days from now.Using the Black-Scholes Option Pricing Model to price the call option, d₁ is __________.

A. 2.43

B. 0.63

C. 1.66

D. 0.99

E. 2.11