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Given the following market data: S&P Index: 3910 1 month S&P Call option with a strike price @4000 is trading at $71.03 Current 1 Year
Given the following market data: S&P Index: 3910 1 month S&P Call option with a strike price @4000 is trading at $71.03 Current 1 Year T-bill rate: 4.3% What is the implied volatility of the S...
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