What is the value of d1 that should be used when calculating the value of a call option on this stock with the Black- Scholes option pricing model?

Question

Quizplus · Accepted Answer

The correct answer is A because d1 is calculated as (ln(S/X) + (r + (sigma^2)/2) * t) / (sigma * sqrt(t)), where S is the stock price, X is the strike price, r is the risk-free rate, sigma is the volatility, and t is the time to expiration.

What Is the Value of D1 That Should Be Used