Solve Using Excel

You are given the following data for a European call option. so K T $28.00 $27.00 1 You have done some research and found through regression analysis that o = 8.00 * r. If this relation holds, and the call price is $3, what does Black-Scholes say the volatility must be? Enter in decimals (not percent) using 4 places. Example: 1012 You are given the following data for a European call option. so K T $28.00 $27.00 1 You have done some research and found through regression analysis that o = 8.00 * r. If this relation holds, and the call price is $3, what does Black-Scholes say the volatility must be? Enter in decimals (not percent) using 4 places. Example: 1012