Question: Implied volatility. Typically the volatility (sigma) is the unknown value in the Black-Scholes formula (see EXERCISE 2.1.28). Write a program that reads (s, x, r,

Implied volatility. Typically the volatility $\sigma$ is the unknown value in the Black-Scholes formula (see EXERCISE 2.1.28). Write a program that reads $s, x, r, t$, and the current price of the European call option from the command line and uses bisection search to compute $\sigma$.

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