Question
160.What is the implied volatility (standard deviation) of a call option priced at $6.58 with the following characteristics? Stock Price: $ 72.00 Risk Free Rate
160.What is the implied volatility (standard deviation) of a call option priced at $6.58 with the following characteristics? Stock Price: $ 72.00 Risk Free Rate (Annual): 3.00% Strike Price: $ 70.00 Maturity (Years): 0.500 Dividend Yield: 2%
a.27%
b.38%
c.19%
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The Financial System Financial Regulation And Central Bank Policy
Authors: Thomas F. Cargill
1st Edition
1107035678, 9781107035676
