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Consider a European Call with C(0) = 1.50, S = 5.50, K = 6 and T = 2.5 years, and continuously compounding interest rate r

Consider a European Call with C(0) = 1.50, S = 5.50, K = 6 and T = 2.5 years, and continuously compounding interest rate r = 0.015. The implied volatility, , and the rational price for the premium, P(0), of the equivalent European Put, are:

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