medium · Quantitative Finance
A stock is trading at S_0 = 50. You need to price a European call option with strike K = 52, expiry T = 0.5, r = 4%, and σ = 35%.
What is the value of the d_1 parameter in the Black-Scholes formula?
- 0.1856
- 0.2014
- 0.0461
- -0.1584
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