Question: Consider a 1-year option with exercise price $90 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find N(d_1)

Consider a 1-year option with exercise price $90 on a stock

Consider a 1-year option with exercise price $90 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find N(d_1) for stock prices $85, $90, and $95

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