Question: Exxon Mobile (XOM) stock and options data is provided below. Standard deviation (annual, )26.13%Expiration (in years, T)1.00Risk-free rate (annual, Rf)5.40%Stock Price (P) $107.25Exercise price (X)

Exxon Mobile (XOM) stock and options data is provided below.

Standard deviation (annual, )26.13%Expiration (in years, T)1.00Risk-free rate (annual, Rf)5.40%Stock Price (P) $107.25Exercise price (X) $100.00Dividend yield (annual, )3.37%

How much is the value of N(d2)?

Enter your answer in the following format: 0.1234

Hint: The answer is between 0.5012 and 0.6278

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