Ima Greedy,the CFO of Financial Saving Techniques has been granted options on 200,000 shares.The equity is currently trading at £22 a share and the options are at the money.The volatility of the equity has been about .20 on an annual basis over the last several years.The option mature in 3 years and the risk free rate is 4%. What is d1?
A) .1842
B) .4102
C) .4583
D) .4909
E) .5412
Correct Answer:
Verified
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