Question: 5. value 1.25 points Consider a 1-year option with exercise price $130 on a stock with annual standard deviation 15%. The T-bill rate is 2%

5. value 1.25 points Consider a 1-year option with exercise price

5. value 1.25 points Consider a 1-year option with exercise price $130 on a stock with annual standard deviation 15%. The T-bill rate is 2% per year. Find N(d1) for stock prices $125, $130, and $135. (Do not round intermediate calculations. Round your answers to 4 decimal places.) N(d1) $125 $130 $135

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