Use the black-scholes formula to find probability

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Reference no: EM131924071

Use the Black-Scholes formula to find the probability that the stock price will be higher than the strike price at expiration. Hint: N(d1): Time to expiration: 6 months Standard Deviation: 50% per annum Exercise Price: $50 Stock Price: $50 Interest Rate: 3% No dividends (format your answer as xx.xx%)

Reference no: EM131924071

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