26. at the stock in the above problem (of question 22 where the ce is $30) is due to go ex-dividend in 1.5 months and that the will be $0.50. The price of a European call on this stock is about Assume that the stock int stock price is $30) is du dividend will be $0.50. The a. $2.21 b. $3.11 c. $4.01 d. $4.71 e. $5.41 27. The implied volatilities of a call and a put with the same terms are calculated in the Black-Scholes model. a. The call's implied volatility should be less than the put's. b. The call's implied volatility should be greater than the put's. c. The call's implied volatility should be equal to the put's. d. No theoretical relationship exists between these implied volatilities. 28. Assume that the market price of an European call is $6, that the current stock price is $100.50, that T = 0.09 and that the exercise price. is $100. The implied volatility of this call is approximately a. 30% b. 50% c. 65% d. 75% e. 85% (The last 2 questions are on the next page.) 26. at the stock in the above problem (of question 22 where the ce is $30) is due to go ex-dividend in 1.5 months and that the will be $0.50. The price of a European call on this stock is about Assume that the stock int stock price is $30) is du dividend will be $0.50. The a. $2.21 b. $3.11 c. $4.01 d. $4.71 e. $5.41 27. The implied volatilities of a call and a put with the same terms are calculated in the Black-Scholes model. a. The call's implied volatility should be less than the put's. b. The call's implied volatility should be greater than the put's. c. The call's implied volatility should be equal to the put's. d. No theoretical relationship exists between these implied volatilities. 28. Assume that the market price of an European call is $6, that the current stock price is $100.50, that T = 0.09 and that the exercise price. is $100. The implied volatility of this call is approximately a. 30% b. 50% c. 65% d. 75% e. 85% (The last 2 questions are on the next page.)