Recall the definition of implied volatility introduced in, Financial Management

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Recall the definition of implied volatility introduced in

Recall the definition of implied volatility introduced in the problems on Section 10.7. Assume the underlying asset price is 50, A call of unspecified strike has a price of $5. The call has a Theta of 2. a Delta of 0.5 and a Gamma of 0.05. The risk-free rate is 5% Deduce the volatility implied by the Black-Scholes PDE.

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