A stock is selling for $52 a share.The 3-month options have an exercise price of $55.The risk-free rate is 3.2 percent,the standard deviation is 19 percent,and the d1 value is -0.4587.What is the value of d2 as it applies to the Black-Scholes option pricing model?
A) −0.46081
B) −0.55370
C) −0.24601
D) −0.17069
E) −0.02307
Correct Answer:
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