Question: Can you please show how to work out the problem in Excel. Suppose there is a stock that has a current price of $89.50. The

Can you please show how to work out the problem in Excel.

Suppose there is a stock that has a current price of $89.50. The risk free rate is 1%.

There is an option with a price of $8.67 and a strike price of $85. This option will expire in 4 months.

What is the implied volatility of this stock?

A. 21.56%
B. 23.46%
C. 25.66%
D. 29.83%

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