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Implied Volatility (10 points) (Calculation by hand is impossible. Consider using Excel. DerivaGem is NOT allowed) A put option on a non-dividend paying stock has

Implied Volatility (10 points) (Calculation by hand is impossible. Consider using Excel. DerivaGem is NOT allowed) A put option on a non-dividend paying stock has a market price of $5.8. The stock price is $20, the strike price is $25, the time to maturity is 9 months, and the risk-free interest rate is 3% per annum. What is the implied volatility

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