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An at-the-money equity put option is currently trading for $1.80. If the option expires in 2 years, the stock is currently trading for $10 and
An at-the-money equity put option is currently trading for $1.80. If the option expires in 2 years, the stock is currently trading for $10 and does not pay a dividend. Interest rates are currently 3% with continuous compounding. What is the implied volatility of the option currently being priced? Please outline your approach
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