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Determine the implied volatility of a put option trading at $41.00 that has an exercise price of $195.00, expires in 3 years and the underlying
Determine the implied volatility of a put option trading at $41.00 that has an exercise price of $195.00, expires in 3 years and the underlying is trading at $196.55. Assume that the continuously compounded risk free rate is 1%.
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