Estimate the implied volatility of the August 165 call. Compare your answer with the one you obtained
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S 0 16513 X 165 r c 00535 T 0126 C 525 At s 020 the Black Scholes Merto...View the full answer
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Related Book For 
Introduction To Derivatives And Risk Management
ISBN: 9781305104969
10th Edition
Authors: Don M. Chance, Robert Brooks
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