Question: Write the appropriate python code to calculate the implied volatility of European call/put option prices. Test your code for the following option. The market price
Write the appropriate python code to calculate the implied volatility of European call/put option prices. Test your code for the following option. The market price of the AAPL put option is 5.7, where the strike price is 139, current price is 140 and risk free rate is 5% per annum, the time to maturity is one month. Calculate the implied volatility of the option using your python function.
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