Question: Consider a 1-year option with exercise price $95 on a stock with annual standard deviation 10%. The T-bill rate is 3% per year. Find Nd)

Consider a 1-year option with exercise price $95 on a stock

Consider a 1-year option with exercise price $95 on a stock with annual standard deviation 10%. The T-bill rate is 3% per year. Find Nd) for stock prices (a) $90, (b) $95, and (c) $100. (Do not round intermediate calculations. Round your answers to 4 decimal places.) N(d1) $ 90 95 $100

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