Use the Following Information to Answer the Following Question(s)

Use the following information to answer the following question(s) .
Valuing a call option using the Black-Scholes model:
Current price of ABZ stock = $50
Exercise or strike price of the call option = $48
The maturity of the option is 0.5 years
The annualized variance in the returns on the stock is .20
The risk free rate of interest is 3% per annum
-What is the value of d₂ that should be used when calculating the value of a call option on this stock with the Black-Scholes option pricing model.

A) .33464
B) .07483
C) .40822
D) .01842