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

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

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