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Question 1 (4 points) consider an American put option on a stock. e stock price is $65.75 , the time to maturity is 9 months,

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Question 1 (4 points) consider an American put option on a stock. e stock price is $65.75 , the time to maturity is 9 months, the risk-free rate is 5% per annum, the exercise price is $60. If the value of the put options $1.50 what is the implied volatility of the underlying stock

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