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What is the implied volatility of a put option maturing in half a year with P=$174.06, S=1600, strike of $1700, log dividend yield of 8%
What is the implied volatility of a put option maturing in half a year with P=$174.06, S=1600, strike of $1700, log dividend yield of 8% and log risk free rate of 3.2%?
Use trial and error and your spreadsheet to determine. Match the price with $0.01 precision and provide your answer in percent, rounded to two dedimals..
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