Question: Table 2 2 . 1 Volatility Surface Volatilities for different strike prices and maturities are shown as % per annum.Using Table 2 2 . 1

Table 22.1 Volatility Surface Volatilities for different strike prices and maturities are shown as % per annum.Using Table 22.1, calculate the volatility a trader would use for an 11month option with a strike price of 0.98.
Table 22.1 Volatility Surface Volatilities for different strike prices and maturities

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