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Use the volatility surface data below, and interpolate as needed .What is the estimated implied volatility for a nine-month option with a strike price of
Use the volatility surface data below, and interpolate as needed.What is the estimated implied volatility for a nine-month option with a strike price of 1.05?
Volatility Surface
Option
Maturity
Strike = 0.90
Strike = 0.95
Strike = 1.05
6 months
14.1
13.3
13.4
1 year
14.7
14.0
14.0
2 years
15.0
14.4
14.5
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