Question: Required: Consider a 1-year option with exercise price $65 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find

Required: Consider a 1-year option with exercise price $65 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find M(d) for stock prices $60, $65, and $70. (Do not round intermediate calculations. Round your answers to 4 decimal places.) S N(D1) $ 60 $ 65 $ 70 LA

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