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  3. Study Set
    Derivatives and Risk Management Study Set 2
  4. Exam
    Exam 5: Option Pricing Models: the Black-Scholes-Merton Model
  5. Question
    An Approximate Implied Volatility for an At-The-Money Call Can Be
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An Approximate Implied Volatility for an At-The-Money Call Can Be

Question 2

Question 2

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An approximate implied volatility for an at-the-money call can be solved directly.

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