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A call option on a non - dividend - paying stock has a market price of $ 2 1 / 2 . The stock price

A call option on a non-dividend-paying stock has a market price of $21/2.
The stock price is $15, the exercise price is $13, the time to maturity is
3 months, and the risk-free interest rate is 5% per annum. What is the
implied volatility?

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