Question
A call option on a non-dividend-paying stock has a market price of $2.50. The stock price is $15, the exercise price is $13, the time
A call option on a non-dividend-paying stock has a market price of $2.50. The stock price is $15, the exercise price is $13, the time to maturity is three months, and the risk-free interest rate is 5% per annum. What is the implied volatility?
Group of answer choices
39.6%
75.7%
27.89%
64.9%
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Innovation Commercialization And Start Ups In Life Sciences
Authors: James F. Jordan
1st Edition
1482210126, 978-1482210125
