The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 6 months are 20% and 22%. The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 1 year are 18.8% and 20.2%. Using linear interpolation, what is the implied volatility for a strike price of 1.12 and a time to maturity of 10 months?

Question 4 options:

1)	19.24%
2)	19.52%
3)	20.48%
4)	19.96%