Multiple Choice
Given the following data, what is the approximate implied volatility? Assume S = $38.50, K = $40, r = .06, Call price = $1.60 the stock pays no dividend and the option expires in 45 days.
A) 21 %
B) 32 %
C) 39 %
D) 44 %
Correct Answer:
Verified
Correct Answer:
Verified
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