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What is the implied volatility of a put option maturing

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Reference no: EM133055954

What is the implied volatility of a put option maturing in half a year with P=$113.75, S=1600, strike of $1700, no dividends, and log risk-free rate of 3.2%?

Plugin what you know in your BSM spreadsheet and use trial and error for the volatility until you match the put price given here. Match the price with $0.1 precision.

Provide your answer in percent, rounded to two decimals.

Reference no: EM133055954

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