Question: Requlred: Consider a 1 - year option with exercise price $ 7 5 on a stock with annual standard deviation 1 5 % . The

Requlred:
Consider a 1-year option with exercise price $75 on a stock with annual standard deviation 15%. The T-bill rate is 3% per year. Find
N(d1) for stock prices $70,$75, and $80.(Do not round Intermedlete calculations. Round your answers to 4 declmal places.)
Requlred: Consider a 1-year option with exercise price $75 on a

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