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Can you please show how to work out the problem in Excel. Suppose there is a stock that has a current price of $89.50. The
Can you please show how to work out the problem in Excel.
Suppose there is a stock that has a current price of $89.50. The risk free rate is 1%.
There is an option with a price of $8.67 and a strike price of $85. This option will expire in 4 months.
What is the implied volatility of this stock?
A. | 21.56% |
B. | 23.46% |
C. | 25.66% |
D. | 29.83% |
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