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 /(d)

Consider a 1-year option with exercise price $80 on a stock

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 /(d) for stock prices $75 $80, and $85. (Do not round intermediate calculations. Round your answers to 4 decimal places.) N(di) $75 $80 $85

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