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Based on a Black-Scholes model, what is the implied volatility based on a call option with 10 months to maturity, strike price of $55, underlying
Based on a Black-Scholes model, what is the implied volatility based on a call option with 10 months to maturity, strike price of $55, underlying asset value of $45, risk free rate of 2%, and price of $3.05? Answer with a decimal: like 0.085, not 8.5% or 8.5
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