Multiple Choice
What is the value of d2 given the following information on a stock?
Stock price $63
Exercise price $60
Time to expiration .50
Risk-free rate 6%
Standard deviation 20%
D1 .627841
A) .3133
B) .4864
C) .5460
D) .6867
E) .7349
Correct Answer:
Verified
Correct Answer:
Verified
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