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The spot price of a share in XYZ is $80, and it has a volatility of 25%. An option is available which has a strike

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The spot price of a share in XYZ is $80, and it has a volatility of 25%. An option is available which has a strike price of $60, and 1 year to maturity. The risk-free rate is 5%. Given this information, calculate the d, and dz values from the Black-Scholes formula. (worth 10 points) In(s/K)+(- r-) dz dy = d2 + OVT NT T

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