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A stock price is currently $40 and the risk-free interest rate is 5%. Use Solver (or other approach) to translate the following table of European call options on the stock into a table of implied volatilities (assume that the stock pays no dividends). Include your table of implied volatilities in your answer. Are the reported option prices consistent with the assumptions underlying the Black-Scholes-Merton model? Describe any patterns found in your volatilities and provide potential explanations.
Strike Price
Call Value
35
6.02
7.13
8.99
40
2.63
3.96
6.00
45
0.83
1.93
3.82
A certain mortgage pool has $1 billion in par value. The senior (A) tranche has 30% credit support, and the next level (B) has 25% credit support.
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What arbitrage opportunities are open to the bank? All rates are continuously compounded and black's model to determine the price of the option. Consider both the case where the strike price corresponds to the cash price of the bond and the case wh..
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