Question: In the Black - Scholes model, if an option is not likely to be exercised, both N ( d 1 ) and N ( d

In the Black-Scholes model, if an option is not likely to be exercised, both N(d1) and N(d2) will be close to If the option is definitely likely to be exercised, N(d1) and N(d2) will be close to
1;-1
0; 1
-1;1
1; 0
In the Black-Scholes model, if an option is not likely to

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