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What is the implied volatility of a European call option with the following parameters? c = $4 s0 = $40 k = 41 r =

What is the implied volatility of a European call option with the following parameters?

c = $4 s0 = $40 k = 41 r = 10% T = 0.5 years

(Enter 11.51% as 0.1151. Required precision +/- 0.0002)

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