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