Question
Use the following information to calculate the implied volatility. Current stock price is $60, the risk-free rate is 3%. The call option with exercise price
Use the following information to calculate the implied volatility.
Current stock price is $60, the risk-free rate is 3%. The call option with exercise price of $55 expires in 10 months and is currently trading at $9.
Group of answer choices
23.12%
25.29%
33.30%
30.67%
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Financial Management Theory and Practice
Authors: Eugene F. Brigham, Michael C. Ehrhardt
16th edition
1337902608, 978-1337902601
