A stock is currently selling for $56 a share. The risk-free rate is 3 percent and the standard deviation is 18 percent

A stock is currently selling for $56 a share. The risk-free rate is 3 percent and the standard deviation is 18 percent. What is the value of d1 of a 9-month call option with a strike price of $57.50?    A.  -0.01506 B.  0.05271 C.  0.05740 D.  0.06420 E.  0.06752

65.	A stock is currently selling for $36 a share. The risk-free rate is 3.8 percent and the standard deviation is 27 percent. What is the value of d1 of a 9-month call option with a strike price of $40?    A.  -0.21872 B.  -0.21179 C.  -0.21047 D.  -0.20950 E.  -0.20356

66.	The delta of a call option on a firm's assets is 0.767. This means that a $75,000 project will increase the value of equity by:    A.  $38,350. B.  $45,336. C.  $57,525. D.  $64,627. E.  $65,189. Increase in equity value = $75,000 × 0.767 = $57,525

67.	The delta of a call option on a firm's assets is 0.727. This means that a $195,000 project will increase the value of equity by:    A.  $141,765. B.  $180,219. C.  $211,481. D.  $264,909. E.  $268,226. Increase in equity value = $195,000 × 0.727 = $141,765