Question: Use the volatility surface data below, and interpolate as needed .What is the estimated implied volatility for a nine-month option with a strike price of

Use the volatility surface data below, and interpolate as needed.What is the estimated implied volatility for a nine-month option with a strike price of 1.05?

Volatility Surface

Option

Maturity

Strike = 0.90

Strike = 0.95

Strike = 1.05

6 months

14.1

13.3

13.4

1 year

14.7

14.0

2 years

15.0

14.4

14.5

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