Question 42 (1 point) Using the Black-Scholes option pricing model you obtain a d1 of 0.61. How many long-positions (shares) can you hedge with one call option contract? Use the cumulative normal probability distribution table to solve the problem. 72.91 61 0.7291 27.43 0.61 Question 43 (1 point) Using the Black-Scholes option pricing model you obtain a d1 of 0.61. What is the probability N(D1)? Use the cumulative normal probability distribution table to solve the problem 0.7157 0.61 .7291 None of the answers is correct 72.91