A stock price is currently 50 and the risk-free interest, Finance Basics

A stock price is currently 50 and the risk-free interest

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?

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Finance Basics: A stock price is currently 50 and the risk-free interest

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