Question: Consider a 1-year option with exercise price $65 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find N

Consider a 1-year option with exercise price $65 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find N(d1) for stock prices $60, $65, and $70. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

S N(d1)
$60
$65
$70

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