Black scholes option pricing model

Reference no: EM131014377

Given the model inputs below, what is the value of N(d1) as defined in the Black Scholes option pricing model? Current Stock Price: $100.00 Annual Standard Deviation: 25.00% Risk Free Rate (Annual): 3.00% Strike Price: $105.00 Maturity (Years): 0.75 Und. Asset Yield (Dividend Yield): 1%

1. (0.143)

2. (0.345)

3. 0.481

Reference no: EM131014377

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