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Find the implied volatility of the following european call

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Find the implied volatility of the following European call. The call has four months until expiry and an exercise price of $100. The call is worth $6.51 and the underlying trades at $101.50. Assume the risk free interest rate is 8% per annum.


Attachment:- 186106_1_HW.docx

Reference no: EM13272787

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