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If the stock price is 41, the exercise price is 40, the put price-(Answered)

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If the stock price is 41, the exercise price is 40, the put price is 1.54, and the Black-Sholes price of put using 0.30 as the standard deviation is 1.11.? The implied volatility will be ____.

 

Paper#9210128 | Written in 27-Jul-2016

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