Question: A stock price is currently $50 and the risk-free interest rate is 5%. Use the Black-Scholes model to translate the following table of European call options on the stock into a table of implied volatilities, assuming no dividends (Excel hint: use Solver) Are the option prices consistent with Black-Scholes?
![334_Maturity.png](https://secure.tutorsglobe.com/CMSImages/334_Maturity.png)