Determine the implied volatility

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Reference no: EM1352868

3. Using the values of St, K, rf , and T specified below, use your spreadsheet and trial and error (or Solver) to estimate the implied volatility (accurate to four decimal places) of a call with a price of $7.2568.

St = $60.00
K = $60.00
rf = 0.02
T = 0.3333 (3 months)

Reference no: EM1352868

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