Find the implied volatility of the following European call. The call has four months until expiry and
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Find the implied volatility of the following European call. The call has four months until expiry and an exercise price of $100. The call is worth $6.51 and the underlying trades at $101.5, discount using a short-term risk-free continuously compounding interest rate of 8% per annum.
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Using the Black Sch oles formula the implied ...View the full answer
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