A stock is currently selling for $$39$ per share. The risk$-$free rate is $2\mathrm{.}5$ percent and the standard deviation is $26$ percent. What is the value of d$1$ of a $9-$month call option with a strike price of $$40?$

$\mathrm{.}01506$

$\mathrm{.}07746$

$\mathrm{.}08341$

$\mathrm{.}06752$

$\mathrm{.}06420$