Reexamine the X = 240 call for AAPL in the previous exercise. What price would be necessary

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Reexamine the X = 240 call for AAPL in the previous exercise. What price would be necessary for this call in order for the implied volatility to be 60%?

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Financial Modeling

ISBN: 9780253337825

5th Edition

Authors: Simon Benninga, Tal Mofkadi

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