Compute implied volatility of the stock

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Compute implied volatility of the stock of your choice using the Black-Scholes model. Option data can be found in Yahoo finance. Choose 7 strikes (one near-the-money and two in-and two out-of-the-money) and 5 different times to maturity (from 1.5 months to 6 months to maturity) -- total of 35. Use Excel Solver to set the volatility in the Black-Scholes model so that the Black-Scholes price equals to the market price.

Reference no: EM132864218

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