how to answer these questions here and on matlab?

d) Obtain an appropriate risk free interest rate for the period of your options until expiry.* e) Obtain an appropriate dividend yield for your options over the period. * f) Using the last price for your options, compute the Black Scholes implied volatility for the put and call options that are as close as possible to At-The-Money. * (use e.g. excel solver/fmincon in Matlab) to find the implied volatility for which the B-S-M formula price matches the traded price. Submit the code that you use separately to the project report. g) Does the value obtained in f) match the implied volatility published by yahoo in your data? If it doesn't why might it be different? d) Obtain an appropriate risk free interest rate for the period of your options until expiry.* e) Obtain an appropriate dividend yield for your options over the period. * f) Using the last price for your options, compute the Black Scholes implied volatility for the put and call options that are as close as possible to At-The-Money. * (use e.g. excel solver/fmincon in Matlab) to find the implied volatility for which the B-S-M formula price matches the traded price. Submit the code that you use separately to the project report. g) Does the value obtained in f) match the implied volatility published by yahoo in your data? If it doesn't why might it be different