Use the black and scholes model to value a call option with, Financial Management

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Use the black and scholes model to value a call option with

Use the Black and Scholes model to value a call option with the following characteristics: the strike price is $55, the underlying stock's price is $65, the risk-free rate is 4%, the time to expiration is six months, and the standard deviation of the underlying asset is 35%. What is the value of N(d1)?

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