# Question: Using the CEV option pricing model set 1and

Using the CEV option pricing model, set β = 1and generate option prices for strikes from 60 to 140, in increments of 5, for times to maturity of 0.25, 0.5, 1.0, and 2.0. Plot the resulting implied volatilities. (This should reproduce Figure 24.7.)

## Answer to relevant Questions

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