Question: Exxon Mobile (XOM) stock and options data is provided below. INPUTS Standard deviation (annual, ) 23.50% Expiration (in years, T) 1.000 Risk-free rate (annual, Rf)

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

INPUTS
Standard deviation (annual, ) 23.50%
Expiration (in years, T) 1.000
Risk-free rate (annual, Rf) 1.22%
Stock Price (P) 142.07
Exercise price (X) 150
Dividend yield (annual, ) 1.54%

What is the value of N(d2)?

Enter your answer in the following format: 0.1234

Hint: Answer is between 0.3412 and 0.4278

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