Question: this is the question in below Screenshot Question 1 suppose today is the 14th0f September 2020. The January 21st, 2022, call option on Kimberly-Clark Corporation

this is the question in below Screenshot

Question 1 suppose today is the 14th0f September 2020. The January 21st, 2022, call option on Kimberly-Clark Corporation common stock is priced at $16.50. The exercise price of the call option is $150.00. The expiry date of the option is January 21st, 2022. The 14th0f September 2020 price of Kimberly-Clark Corporation common stock is $148.50. The risk-free rate is 1.70%. You are required to derive the implied volatility o-(sigma) of the underlying asset from the current market price of the January 21st, 2022cal| option on Kimberly-Clark Corporation common stock. Assume a 15% starting value for oto set up a theoretical model of the price of the call option. Assume the stock does not pay a dividend before the expiry date. Comment on the results

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