SOLVED: Calculate the implied volatility for the following call optionand put option. Note: The implied volatility is the volatility thatmakes the option price from BS model equal to its actual marketprice.See the detail in Model Calibration Notebook. KK= 190 T−tT−t= 151/365 qq= 0.005rr= 0.0245S0S0= 190.3CC= 10.875PP= 9.625What is the implied volatility of the calloption? Please round your answer to the forthdigitWhat is the implied volatility of the put option? Pleaseround your answer to the fo
SOLVED: Calculate the implied volatility for the following call opti…
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