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

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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