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Estimate the implied volatility of the August 165 call. Compare your answer with the one you obtained

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Estimate the implied volatility of the August 165 call. Compare your answer with the one you obtained in problem 12. Use trail and error. Stop when your answer is within 0.01 of the true implied volatility. Use the Excel spreadsheet Black Scholes Merton Binomial 10e.xlsm?
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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  book-img-for-question
Introduction To Derivatives And Risk Management

Introduction To Derivatives And Risk Management

ISBN: 9781305104969

10th Edition

Authors: Don M. Chance, Robert Brooks

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