The Implied Volatilities for Strike Prices of 1

question 2

Multiple Choice

The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 6 months are 20% and 22%.The implied volatilities for strike prices of 1.1 and 1.2 when the time to maturity is 1 year are 18.8% and 20.2%.Using linear interpolation,what is the implied volatility for a strike price of 1.12 and a time to maturity of 10 months?

• A) 19.24%
• B) 19.52%
• C) 20.48%
• D) 19.96%

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Definitions:

Victim

An individual who suffers harm or loss as a result of a crime, accident, or other event or action.

Continuing Trespass

A permanent incursion onto the property of another.

Remedied

In legal terms, remedied refers to the action of correcting or compensating for a wrong or harm that has been suffered, often through monetary compensation or specific performance.

Vicarious Liability

The legal responsibility of one party for the actions of another, typically an employer being liable for the acts of its employees.