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. A European call option on a non-dividend paying stock costs $5. The stock price is $85, the exercise price is $90, the annual risk-free

. A European call option on a non-dividend paying stock costs $5. The stock price is $85, the exercise price is $90, the annual risk-free interest rate is 3%, and the time to maturity is 9 months. Use the Excel template to find the option implied volatility.

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