Consider a 1 year option with exercise price $80 on a stock with annual standard deviation 15 The T bill rate is 3 per year Find N ( d 1 ) for stock prices $75, $80, and $85 (Do not round intermediate calculations Round your answers to 4 decimal places ) S N ( d 1 ) $75 $80 $85

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Question: Consider a 1-year option with exercise price $80 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 $80 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find N(d₁) for stock prices $75, $80, and $85. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

S	N(d₁)
$75
$80
$85

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