What is the implied volatility of a put option maturing in half a year with...
80.2K
Verified Solution
Link Copied!
Question
Accounting
What is the implied volatility of a put option maturing in half a year with P=$174.06, S=1600, strike of $1700, log dividend yield of 8% and log risk free rate of 3.2%? Use trial and error and your spreadsheet to determine. Match the price with $0.01 precision and provide your answer in percent, rounded to two dedimals..
Answer & Explanation
Solved by verified expert
Get Answers to Unlimited Questions
Join us to gain access to millions of questions and expert answers. Enjoy exclusive benefits tailored just for you!
Membership Benefits:
Unlimited Question Access with detailed Answers
Zin AI - 3 Million Words
10 Dall-E 3 Images
20 Plot Generations
Conversation with Dialogue Memory
No Ads, Ever!
Access to Our Best AI Platform: Flex AI - Your personal assistant for all your inquiries!
