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Assume: X = $ 52, Vs = $55, rf = 4.00%, and 1 year to maturity. The observed trading price of the option is $8.12.

Assume: X = $ 52, Vs = $55, rf = 4.00%, and 1 year to maturity. The observed trading price of the option is $8.12. What is the implied volatility of the option.

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