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You are given: The Black-Scholes framework holds. The underlying non-dividend-paying stock is currently selling for $22. The risk free interest rate is 6% with continuous

You are given: The Black-Scholes framework holds. The underlying non-dividend-paying stock is currently selling for $22. The risk free interest rate is 6% with continuous compounding. The price of the vanilla European $18-strike put option maturing in one year written on the stock is $1. Use the Black-Scholes formula to determine the volatility of the stock. Is it unique? Why

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