Calculate probability distribution of european call option

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Calculate the probability distribution of the European call option with an exercise price of $40 and maturity 6 months.

In step 12 of ch 15 problem 8, how do we determine that N(0.008) is equal to 0.5032. I know we look it up in the distribution table, but I'm getting a different number.

Reference no: EM131873277

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Calculate probability distribution of european call option : Calculate the probability distribution of the European call option with an exercise price of $40 and maturity 6 months.

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