Question: Consider a one-month Boeing call option. Under the Black-Scholes model, we have N(d1) = 0.60 for this option. All else being equal, if the stock

Consider a one-month Boeing call option. Under the Black-Scholes model, we have N(d1) = 0.60 for this option. All else being equal, if the stock price drops by $0.5, then the value of this call option will

decrease by $0.3

increase by $0.6

increase by $0.3

decrease by $0.6

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