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 d1 of 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 d1 of 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