Use the Black and Scholes model to value a call option with the following characteristics: The strike price is $57, the underlying stock’s price is $67, the risk-free rate is 5%, the time to expiration is three months, and the standard deviation of the underlying asset is 45%. Round your answer to the nearest cent.,$ ,,What is the value of N(d1)? Round your answer to two decimal places. , ,, ,
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