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  3. along with other required inputs used to price an

Along with other required inputs used to price an option, historical volatility is calculated from:...

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Finance

Along with other required inputs used to price an option, historical volatility is calculated from:

Select one:

a.

the most recent 20 weeks of call option prices

b.

the most recent 20 weeks of prices of the underlying share

c.

the previous five years of returns of the underlying share

d.

current stock and option prices using the put-call parity equation

e.

current stock and option prices using an option pricing model

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