Using Yahoo! Finance, write down: The Bid and Ask prices for a call option on your...
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Using Yahoo! Finance, write down: The Bid and Ask prices for a call option on your stock maturing on January 17, 2025, with the strike price that is closest to being at-the-money (from Problem 1(ii)), and calculate the average of the Bid price and Ask price. If either the Bid price or Ask price are missing or shown as $0.00, then write down the Last Price. (Do not round your answer) Using a Black-Scholes model, the stock price at the most recent close of business (from Problem 1(i)), the strike price for a call option maturing on January 17, 2025, that is closest to being at-the-money (from Problem 1(ii)), the time in years until maturity (calculated from the answer to Problem 1(iv)), the appropriate risk-free interest rate for this maturity (from Problem 2(iii)), and the average premium on the call option (obtained above in Problem 3(i)), calculate the implied volatility for the call option. (Give your answer as a percentage, to 3 d.p.) Using Yahoo! Finance, write down: The Bid and Ask prices for a call option on your stock maturing on January 17, 2025, with the strike price that is closest to being at-the-money (from Problem 1(ii)), and calculate the average of the Bid price and Ask price. If either the Bid price or Ask price are missing or shown as $0.00, then write down the Last Price. (Do not round your answer) Using a Black-Scholes model, the stock price at the most recent close of business (from Problem 1(i)), the strike price for a call option maturing on January 17, 2025, that is closest to being at-the-money (from Problem 1(ii)), the time in years until maturity (calculated from the answer to Problem 1(iv)), the appropriate risk-free interest rate for this maturity (from Problem 2(iii)), and the average premium on the call option (obtained above in Problem 3(i)), calculate the implied volatility for the call option. (Give your answer as a percentage, to 3 d.p.)
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