The price of a European call option is $8.23. The option is written on a non-dividendpaying stock with a current price of $100.00. The strike price is $95.00, the maturity is six months, and the risk-free interest rate is 6% per year. Find the implied volatility (you will have to find it numerically, possibly by trial and error, or using software that has a “root solver”).
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