Question: NOTE: ASSUME Ris free rate of 0 ; 2 5 2 trading days in a year; and Normal distribution for all questions Q 1 .

NOTE: ASSUME Ris free rate of 0; 252 trading days in a year; and Normal distribution for all questions
Q1. Underlying is trading at $5200. Binary PUT with strike of $5000 expiring in 9 months is trading at 42c. What is the implied annual standard deviation? (10 points)

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