A call option with an exercise price of $50 expires in six months, has a stock price of $54, and has a standard deviation of 80 percent.The risk-free rate is 9.2 percent per year annually compounded.Calculate the value of d1.
A)0.3
B)0.7214
C)-0.7214
D)0.4967

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The Answer of A call option with an exercise price of $50 expires in six months, has a stock price of $54, and has a standard deviation of 80 percent.The risk-free rate is 9.2 percent per year annually compounded.Calculate the value of d1.
A)0.3
B)0.7214
C)-0.7214
D)0.4967

A Call Option with an Exercise Price of $50 Expires