Q29. Please show excel formula.

Problem 29 You have until 7:20 PM to complete this assignment. Intro The current price of a non-dividend-paying stock is $290. The risk-free rate is 2.2% (continuously compounded). A European call option on the stock has a strike price of $230, expires in 0.25 years, and costs $62.69. A B 1 Inputs 2 Stock price 290 3 Exercise price 230 4 Expiration (years) 0.25 5 St. dev. of returns 1 6 Call price 62.69 7 Risk-free rate 0.022 Attempt 1/2 for 10 pts. Part 1 What is the implied volatility? B+ decimals Submit