1. In the Black-Scholes model for a call option, N(d 1) measures

	a.	The number of call options needed to hedge the risk of the stock
	b.	Choices a, b, and d are correct
	c.	The approximate probability of the option finishing in the money.
	d.	The number of shares of stock needed to form a riskless hedge between the call and the stock
	e.	The change in the call's price for a small change in the underlying stock price
	f.	Choices a, c, and d are correct