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I'm confused, why I'm having the expected volatility in question b estimated at 1.35% (for 20 days, just to take an example) BUT then, I proceed to use yet another estimate of volatility for options for the same period? (It is so high, 22.61% per year=> 22.61%/sqrt(252)= ... 1.424%. I don't understand what is going on here. Please explain. Best regards
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