The implied volatilities of a call and a put with the same option terms are...
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Finance
The implied volatilities of a call and a put with the same option terms are calculated using the Black-Scholes model. Which of the following is true?
| The calls implied volatility should be less than the puts
| ||
| The calls implied volatility should be greater than the puts
| ||
| No theoretical relationship exists between the implied volatility of the call and the implied volatility of the put
| ||
| The calls implied volatility should be equal to the puts
|
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