This question refers to the Black-Scholes-Merton model of European call option pricing for a non-dividend-paying stock. Please note that one or more of the answer choices may lack some mathematical formatting because of limitations of Canvas Quizzes. Please try to overlook such issues in interpreting the choices.

The present value of the expected value of the stock price at expiration, conditional on the call option's being in the money at expiration, is:

Group of answer choices

Ke^(rT)N(d2)

SN(d1)

Delta

Gamma