Question: Consider a 1-year option with exercise price $110 on a stock with annual standard deviation 10%. The T-bill rate is 3% per year. Find N(d1)

Consider a 1-year option with exercise price $110 on a stock with annual standard deviation 10%. The T-bill rate is 3% per year. Find N(d1) for stock prices $105, $110, and $115. (Do not round intermediate calculations. Round your answers to 4 decimal places.) N(d1) $105 $110 $115

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