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9. If the actual call option price is $1.2, the implied standard deviation (volatility) is A. 20% Higher than 20% Lower than 20% None of
9. If the actual call option price is $1.2, the implied standard deviation (volatility) is A. 20%
Higher than 20%
Lower than 20%
None of the above
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Real Estate Finance Theory And Practice
Authors: Terrence M. Clauretie, G. Stacy Sirmans
5th Edition
0324305508, 9780324305500
