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 d1 of 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 d1 of 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