The asnwers are $17.48 and 18.03% but i need to know how to solve it

uppose the current value of a popularstock index is 653.00 and the dividend yield on the index is 2.5%. Also, the yield curve is fat at a continuously ompounded rote of 6.0%. a. If you estimate the volatility factor for the index to be 17%, use the Blackescholes model to calculate the value of an index call option with an exarcise price of 669 and an expiration date in exactly three months. You may use Appendix D to answer the question. Do not round intermediate caloulations. Round your answer to the nearest cent. 3 x b. If the actual market price of this option is $13.80, calculate the implied voletility coefficient. Do not round intermediate calculations. Round your answer to two decimal placee. 1 Hide recedthack Incerrect - Pobt Submisaion leedbrck Endution So, the option has on imphed volatility of 10.09%. Note: While the caiculations obeve thow valives rounded to 4 beomal places, unrounded valses should be usnd to calaulate the required valises. uppose the current value of a popularstock index is 653.00 and the dividend yield on the index is 2.5%. Also, the yield curve is fat at a continuously ompounded rote of 6.0%. a. If you estimate the volatility factor for the index to be 17%, use the Blackescholes model to calculate the value of an index call option with an exarcise price of 669 and an expiration date in exactly three months. You may use Appendix D to answer the question. Do not round intermediate caloulations. Round your answer to the nearest cent. 3 x b. If the actual market price of this option is $13.80, calculate the implied voletility coefficient. Do not round intermediate calculations. Round your answer to two decimal placee. 1 Hide recedthack Incerrect - Pobt Submisaion leedbrck Endution So, the option has on imphed volatility of 10.09%. Note: While the caiculations obeve thow valives rounded to 4 beomal places, unrounded valses should be usnd to calaulate the required valises