Given the Following Information, What Is the Value of D2

question 5

Multiple Choice

Given the following information, what is the value of d2 as it is used in the Black-Scholes Option Pricing Model?
Share 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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Definitions:

Clean Water Act

A U.S. federal law aimed at regulating the discharge of pollutants into the nation's surface waters, including lakes, rivers, streams, and coastal areas.

Federal Government

The national government of a federation, which holds the authority to govern the entire country, distinct from state or local governments within the federation.

State Government

The governing body of a state in a federal system, responsible for local legislation, administration, and execution of state laws.

Swimming

The act of propelling oneself through water using the limbs, often considered both a recreational activity and a competitive sport.