A stock is currently selling for $43 a share. The risk-free rate is 6 percent and the standard deviation is 30 percent. What is the value of d₁of a 6-month call option with a strike price of $45? A) .0298 B) .0317 C) .0332 D) .0432 E) .0449

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The Answer of A stock is currently selling for $43 a share. The risk-free rate is 6 percent and the standard deviation is 30 percent. What is the value of d₁of a 6-month call option with a strike price of $45? A) .0298 B) .0317 C) .0332 D) .0432 E) .0449

A Stock Is Currently Selling for $43 a Share