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Calculate the implied volatility of 3- years European put optionon non-dividend-paying stock. The stock price is 35 USD and thestrike price is 40 USD the

Calculate the implied volatility of 3- years European put optionon non-dividend-paying stock. The stock price is 35 USD and thestrike price is 40 USD the risk free interest rate is 5% per annum.Pre 0 answers

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