Given the following data, what is the approximate implied volatility? Assume S = $41, K = $40, r = .08, Call price = $2.70 the stock pays no dividend and the option expires in 90 days

The price of shares specified in a call option.

(a) hybrid security (b) strike (exercise) price (c) arbitrageurs (d) investee

The estimate of market potential is best described as:

A) the number of current customers times the awareness ratio. B) the number of current customers times the potential buying rate. C) the number of potential customers times the potential buying rate. D) the number of potential customers multiplied by the current buying rate.