If d₁ = -1.52 in the Black-Scholes formula, what is the value for N(d₁)? A) -0.9357 B) -0.0643 C) 0.1985 D) 0.0643 E) 0.9357

Name: If d 1 = -1.52 in the Black-Scholes formula, what is the value for N(d 1 )? A) -0.9357 B) -0.0643 C) 0.1985 D) 0.0643 E) 0.9357
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Question

Quizplus · Accepted Answer

N(d1) represents the cumulative distribution function of the standard normal distribution for d1. For d1 = -1.52, N(d1) is approximately 0.0643.

If D1 = -1

If D₁ = -1