Question: Required: Consider a 1 - year option with exercise price $ 1 0 5 on a stock with annual standard deviation 1 0 % .

Required:
Consider a 1-year option with exercise price $105 on a stock with annual standard deviation 10%. The T-bill rate is 2% per year. Find N(d1) for stock prices $100,$105, and $110.(Do not round intermediate calculations. Round your answers to 4 decimal places.)
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Required: Consider a 1-year option with exercise price $105 on a

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