Question: (Ref. Unit 12 Exercise 2) A European call option on Tesla, Inc. (TSLA) stock is currently selling for $18. The option has a strike price

(Ref. Unit 12 Exercise 2) A European call option on Tesla, Inc. (TSLA) stock is currently selling for $18. The option has a strike price of $185 and matures in two months. The current price of TSLA is $187 per share. The risk-free interest rate is 2% annually. What is the implied volatility of the TSLA return? Note: Write your answer in decimal (3 or more decimal places). For example, write 0.2544 instead of 25.44%

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