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Estimate the prices of call and put options on VIX stock. estimate the stock s implied variance. Determine the risk - free rate. Estimate the

Estimate the prices of call and put options on VIX stock. estimate the stock

s implied variance. Determine the risk

-

free rate. Estimate the annual dividend yield. determine the price of the call and put on the stock or index. determine the options' delta, gamma, and theta.

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