Question: Consider a 1-year option with exercise price $40 on a stock with annual standard deviation 15%. The T-bill rate is 2% per year. Find N(d1)

Consider a 1-year option with exercise price $40 on a stock with annual standard deviation 15%. The T-bill rate is 2% per year. Find N(d1) for stock prices $35, $40, and $45. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

Consider a 1-year option with exercise price $40 on a stock with

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