A stock is currently selling for $28 a share. The risk-free rate is 4.5 percent and the standard deviation is 35 percent. What is the value of d₁of a 3-month call option with a strike price of $25? A) .4207 B) .5413 C) .6488 D) .7479 E) .7994

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The Answer of A stock is currently selling for $28 a share. The risk-free rate is 4.5 percent and the standard deviation is 35 percent. What is the value of d₁of a 3-month call option with a strike price of $25? A) .4207 B) .5413 C) .6488 D) .7479 E) .7994

A Stock Is Currently Selling for $28 a Share