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The following information is given about options on the stock of a certain company. S0 = 23 X = 20 r c = 0.09 T

The following information is given about options on the stock of a certain company.

S0 = 23

X = 20

rc = 0.09

T =6 months = 6/12 = 0.5

s2 = 0.15

No dividends are expected.

Find the value of d1?

  1. 0.7910

  2. 0.5377

  3. 0.8116

  4. 0.7054

______________

  2. The following information is given about options on the stock of a certain company.

    S0 = 23

    X = 20

    rc = 0.09

    T =6 months = 6/12 = 0.5

    s2 = 0.15

    No dividends are expected.

    Find the value of d1?

    1. 0.5377

    2. 0.8116

    3. 0.7054

    4. 0.7910

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