In the Black Scholes model, if an option is not likely to be exercised, both N ( d 1 ) and N ( d 2 ) will be close to If the option is very likely to be exercised, N ( d 1 ) and N ( d 2 ) will be close to Multiple Choice 1 0 0 1 1 1 1 1

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Question: In the Black-Scholes model, if an option is not likely to be exercised, both N ( d 1 ) and N ( d 2 )

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 very likely to be exercised, N(d₁) and N(d₂) will be close to __________.

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