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Calculate the implied volatility of soybean futures prices

Question: Calculate the implied volatility of soybean futures prices from the following information concerning a European put on soybean futures:

Current futures price 525
Exercise price 525
Risk-free rate 6% per annum
Time to maturity 5 months
Put price 20

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Finance Basics: Calculate the implied volatility of soybean futures prices

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Finance Basics: Calculate the implied volatility of soybean futures prices

Reference No:- TGS02082741

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