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Question 15 (1 point) Use Excel template to compute implied volatility for the following option parameters. S = $100, K=$100, Call price = $6, risk-free
Question 15 (1 point) Use Excel template to compute implied volatility for the following option parameters. S = $100, K=$100, Call price = $6, risk-free rate = 5%, T = one-month O 30% O 40% O 50% 0 60% Question 16 (1 point) Compute delta for the following put option. Volatility = 30%, S=$100, K=$95, rf=0%, T= 3 months. O 0.4 0 -0.7 0 -0.3 0-0.5
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