Using the Black-Scholes model, calculate the implied volatility of a stock with a three-month call option currently

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Using the Black-Scholes model, calculate the implied volatility of a stock with a three-month call option currently selling for $8.54 and
P = $83, E = $80, R = .05

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Fundamentals of Investments

ISBN: 978-0132926171

3rd edition

Authors: Gordon J. Alexander, William F. Sharpe, Jeffery V. Bailey

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Question Posted: Mar 16, 2016 03:02 AM

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Using the Black-Scholes model, calculate the implied volatility of a stock with a three-month call option currently

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Fundamentals of Investments

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