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The Black-Scholes price of a three-month 50strike call option is $ 6,75. The stock is trading at $49. Given an interest rate of 2%, what

The Black-Scholes price of a three-month 50strike call option is $ 6,75. The stock is trading at $49. Given an interest rate of 2%, what is the implied volatility of the stock extracted from this option?

Group of answer choices

52.67 %

72.68 %

42.67 %

82.67 %

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