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2. Calculate the lmpied Volatility and the Delta of a call eption on Index x2, with the following characteristics: Underlying security: XYZ- $266.26 Strike $270.00

2. Calculate the lmpied Volatility and the Delta of a call eption on Index x2, with the following characteristics: Underlying security: XYZ- $266.26 Strike $270.00 Expiration: 197 days (1 day 1/365 years). Interest rate: 1.75% Dividend yield: 1.90% Style: European option Price: $6.60

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