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 (Do not round intermediate calculations Round your answers to 4 decimal places ) S N ( d 1 ) $85 $90 $95

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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

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(d₁) for stock prices $85, $90, and $95. (Do not round intermediate calculations. Round your answers to 4 decimal places.)

S	N(d₁)
$85
$90
$95

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