Problem 21 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $234. The risk-free rate is 4.3% (continuously compounded). A European put option on the stock has a strike price of $220, expires in 0.4 years, and costs $9.58. A B 234 220 1 Inputs 2 Stock price 3 Exercise price 4 Expiration (years) 5 St. dev. of returns 6 Put price 0.4 1 9.58 7 Risk-free rate 0.043 |- Attempt 1/2 for 10 pts. Part 1 What is the implied volatility? 3+ decimals Submit