Question: Using the CEV option pricing model, set = 1and generate option prices for strikes from 60 to 140, in increments of 5, for times

Using the CEV option pricing model, set β = 1and generate option prices for strikes from 60 to 140, in increments of 5, for times to of 0.25, 0.5, 1.0, and 2.0. Plot the resulting implied volatilities. (This should reproduce Figure 24.7.)

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