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A call option expiring in 2 months has a market price of $10.40. The current stock price is $60, the strike price is $50, and the risk-free rate is 4% per annum. Calculate the implied volatility.

a) 20%

b) 25%

c) 30%

d) 35%

Financial Management, Finance

  • Category:- Financial Management
  • Reference No.:- M91398483

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