The Corrado Miller Approximation Formula for the volatility, o, of a Problem 8: stock X -K X -K . -K2 is given by o- vtip C - **/c-XX (=k3 .tx+K TT where K is the present value of the strike price and X is the price of the stock and E is the stike price and C is the price of the call option and T-t is the time to expiration is years. a. If the price of the stock is $105 and the strike price is $100 and the time to expiration is 13 weeks and the risk-less interest rate is 12% per annum continuously compounded and the price of the call is $16.43 per share then algebraically find the associated volatility per annum. b. If the price of the put were given instead of the call then how would you use the formula? Is there a rule that allows one to obtain a call price? c. If the stock price is equal to the present value of the strike then algebraically simplify the Corrado Miller Formula. Your final answer should only involve constants and the inputs C, X, and T-t. The Corrado Miller Approximation Formula for the volatility, o, of a Problem 8: stock X -K X -K . -K2 is given by o- vtip C - **/c-XX (=k3 .tx+K TT where K is the present value of the strike price and X is the price of the stock and E is the stike price and C is the price of the call option and T-t is the time to expiration is years. a. If the price of the stock is $105 and the strike price is $100 and the time to expiration is 13 weeks and the risk-less interest rate is 12% per annum continuously compounded and the price of the call is $16.43 per share then algebraically find the associated volatility per annum. b. If the price of the put were given instead of the call then how would you use the formula? Is there a rule that allows one to obtain a call price? c. If the stock price is equal to the present value of the strike then algebraically simplify the Corrado Miller Formula. Your final answer should only involve constants and the inputs C, X, and T-t