Question: Consider a 1-year option with exercise price $85 on a stock with annual standard deviation 10%. The T-bill rate is 2% per year. Find N

Consider a 1-year option with exercise price $85 on a stock with annual standard deviation 10%. The T-bill rate is 2% per year. Find N(d₁) for stock prices $80, $85, and $90. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

S	N(d₁)
$80
$85
$90

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