Question: Question 24 Consider a 1-year option with exercise price $50, on a stock with annual standard deviation 20%. The T-bill rate is 3% per year.

Question 24 Consider a 1-year option with exercise price $50, on a stock with annual standard deviation 20%. The T-bill rate is 3% per year. Find N(d) for stock prices $45, $50, and $55. N(d1) S $45 $50 5 pts $55 Enter values in Decimal Format. Do not round intermediate calculations. Round your answer to 4 decimal places. Do not enter percent signs (no %)

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