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Which of the following statements about volatility is not true? implied volatility often differs across options with different exercise prices implied volatility equals the historical
Which of the following statements about volatility is not true?
implied volatility often differs across options with different exercise prices
implied volatility equals the historical volatility if the option is correctly priced
implied volatility is determined by trial and error
implied volatility is nearly linearly related to the option price
implied volatility is found by setting the BSM option price equal to market option price
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