Q29. please show excel formulas.

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 1 Inputs 2 Stock price 288 3 Exercise price 265 4 Expiration (years) 0.25 5 St. dev. of returns 1 6 Call price 36.35 7 Risk-free rate 0.023 Attempt 1/2 for 10 pts. Part 1 What is the implied volatility? b+ decima Submit