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

question 59

Multiple Choice

Given the following information,what is the value of d₂ as it is used in the Black-Scholes option pricing model? $$\begin{array} { l l } \text { Stock price } & \$ 31.60 \\\text { Exercise price } & \$ 50.00 \\\text { Time to expiration } & 9 \text { months } \\\text { Risk-free rate } & 4.25 \text { percent } \\\text { Standard deviation } & 55 \text { percent } \\\mathrm { d } _ { 1 } & - \mathbf { 0 . 6 5 8 2 9 }\end{array}$$

• A)-1.1346
• B)-0.8657
• C)-0.8241
• D)-0.7427
• E)-0.7238

---

Definitions:

Organizational Hierarchy

The arrangement of individuals within an organization into levels of authority and responsibility, often visualized as a pyramid structure.

Orientations

Sessions or information provided to introduce and acquaint individuals with a new environment, organization, or role.

Podcasting

The creation and distribution of audio or video content series that audience members can download or stream, typically around a specific theme or topic.

Audio

Pertains to sound, especially when recorded, transmitted, or reproduced.