Question: (10 points) Assume the Black-Scholes framework. Consider a put option with strike $75 expiring in one year. You are given the following: (i) The current

(10 points) Assume the Black-Scholes framework. Consider a put option with strike $75 expiring in one year. You are given the following: (i) The current stock price is $55. (ii) The stocks volatility is 25%. (iii) The stock pays dividends continuously at a yield of 2%. (iv) The continuously compounded risk-free rate is 5%. Calculate the volatility of the put option

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