Given the following market data: S&P Index: 3910 1 month S&P Call Option with a...
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Given the following market data: S&P Index: 3910 1 month S&P Call Option with a strike price @4000 is trading at 71.03 Current 1 Year T-bill rate:4.3% What is the implied volatility of the S&P 500? (Meaning, at what level the VIX?) a) 31% b) 18% c) 25% d) 23% e) 20%
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