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The implied volatilities of a call and a put with the same option terms are calculated using the Black-Scholes model. Which of the following is

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The implied volatilities of a call and a put with the same option terms are calculated using the Black-Scholes model. Which of the following is true? No theoretical relationship exists between the implied volatility of the call and the implied volatility of the put The call's implied volatility should be less than the put's O The call's implied volatility should be greater than the put's The call's implied volatility should be equal to the put's

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