Question: Use the following information to calculate the implied volatility. Current stock price is $60, the risk-free rate is 3%. The call option with exercise price

Use the following information to calculate the implied volatility.

Current stock price is $60, the risk-free rate is 3%. The call option with exercise price of $55 expires in 10 months and is currently trading at $9.

Group of answer choices

23.12%

25.29%

33.30%

30.67%

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