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c. Suppose a call option is currently priced at $110. You want to estimate volatility by trial and error using the Black-Scholes formula for c.

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c. Suppose a call option is currently priced at $110. You want to estimate volatility by trial and error using the Black-Scholes formula for c. You start with an initial guess of a = 0.30 that gives c = $115. What should be your next guess for o? Please explain

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