A stock price is currently $50 and the risk-free interest rate is 5%. Use the DerivaGem software to translate the following table of European call options on the stock into a table of implied volatilities, assuming no dividends. Are the option prices consistent with the assumptions underlying Black-Scholes-Merton? Maturity (months) Strike price ($) 3 6 12 45 7.0 8.3 10.5 50 3.7 5.2 7.5 55 1.6 2.9 5.1