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Obtain the implied volatility for a 3-month european

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Obtain the implied volatility for a 3-month European call option with a strike of 45 that is Currently priced at $7.63. The risk-free interest rate is 6% per annum with continuous compounding, the price of the underlying stock is 52 and the underlying stock pays a continuous dividend yield at a rate of 2%. (To obtain credit for your answer, you MUST explain all your steps).

Reference no: EM133000958

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