问题如下：
6.Based on Solomon’s observation about the model price and market price for the put option in Exhibit 2, the implied volatility for the GPX is most likely:
选项：
A.less than the historical volatility.
B.equal to the historical volatility.
C.greater than the historical volatility.
解释：
A is correct.
The put is priced at $7.4890 by the BSM model when using the historical volatility input of 24%. The market price is $7.20. The BSM model overpricing suggests the implied volatility of the put must be lower than 24%.
老师好 最后 表格里 的vega per % ( call or put ) = 0.4231 是指什么？ 谢谢。
