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Given the Following Information,what Is the Value of D2 as It

Question 9

Multiple Choice

Given the following information,what is the value of d2 as it is used in the Black-Scholes Option Pricing Model?
Stock price $42
Time to expiration .25
Risk-free rate .055
Standard deviation .50
D1 .375161


A) .021608
B) .125161
C) .175608
D) .200161
E) .250161

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