A call option has a price of ($2.57.) The underlying stock price, strike price, and dividend yield
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A call option has a price of \($2.57.\) The underlying stock price, strike price, and dividend yield are \($100,\) \($120,\) and 3 percent, respectively. The option has 100 days to expiration, and the risk-free interest rate is 6 percent. What is the implied volatility?
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