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Which of the following statements are true/false 1: The term N(d1) in the Black-Scholes equation captures the probability that an option will be exercised. II:

Which of the following statements are true/false

1: The term N(d1) in the Black-Scholes equation captures the probability that an option will be exercised.

II: he term N(d2) in the Black-Scholes equation captures the probability that an option will be exercised.

A.

I is true, II is false

B.

I is false, II is true

C.

I and II are both false

D.

1 and II are both true

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