25.If the stock price is $44, the exercise price is $40, the put price is $1.11, and...

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25.If the stock price is $44, the exercise price is $40, the put price is $1.11, and the Black-Scholes price using 0.28 as the volatility is $1.54, the implied volatility will be

_____

A)Higher than 0.28

B)Lower than 0.28

C)0.28

D) Lower than the risk-free rate

Posted Date: Jun 06, 2024 03:25 AM

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25.If the stock price is $44, the exercise price is $40, the put price is $1.11, and...

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