Problem 29 You have until 11:36 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $288. The risk-free rate is 2.3% (continuously compounded). A European call option on the stock has a strike price of $265, expires in 0.25 years, and costs $36.35. A B 288 265 1 Inputs 2 Stock price 3 Exercise price 4 Expiration (years) 5 St. dev. of returns 6 Call price 7 Risk-free rate 0.25 1 36.35 0.023 Attempt 1/2 for 10 pts. Part 1 What is the implied volatility? 3+ decimals Submit