Which of the following is not a definition of implied volatility?

An option trader creates a delta-hedged covered call (or “buy-write”) in order to short 200 call options on a stock with a spot price of $50. The stock’s log-return has a volatility of 60 percent per year. The trader chooses to short the OOM calls with a strike price of $70 and five days until expiration (assuming 252 trading days in a year). The appropriate risk-free rate is 4 percent per year. If the price of the underlying were to immediately fall by $5, approximately what gain or loss would the trader experience? Use delta and gamma to calculate the approximation. Enter your answer as a number of dollars, rounded to the nearest $0.0001. Enter gains as positive amounts and losses as negative amounts.

The MOST effective ways to protect your patients from health care-associated infections include:

What is a lethal dose of ethylene glycol in a 190-pound man?

Common signs and symptoms of lymphoma include:

An option trader creates a delta-hedged covered call (or “buy-write”) in order to short 300 call options on a stock with a spot price of $100. The stock’s log-return has a volatility of 60 percent per year. The trader chooses to short the OOM calls with a strike price of $130 and five days until expiration (assuming 252 trading days in a year). The appropriate risk-free rate is 4 percent per year. If the price of the underlying were to immediately fall by $10, approximately what gain or loss would the trader experience? Use delta and gamma to calculate the approximation. Enter your answer as a number of dollars, rounded to the nearest $0.0001. Enter gains as positive amounts and losses as negative amounts.

Manic patients may report that their thoughts are racing and they may rapidly skip from one topic to another. This is called:

Unlike the patient with hypoglycemia, the patient with severe hyperglycemia:

Consider the wave function, with SI units: y(x,t) = (0.210)cos(0.299x – 261t + 5.36) Determine the propagation speed (units: m/s) of this wave. NOTE: Watch correct use of rounding and significant figures Enter numerical answer in proper decimal format, not scientific notation Do not enter units with the answer  

Challenge You are a U.S.-based currency speculator researching call options on the EUR. The currency spot exchange rate is 1.050 USD per 1 EUR. You find that the price of 1.075-strike calls with one-year remaining maturity is 0.06 USD per EUR. If the risk-free rate in USD is currently 5.00 percent and market estimate of the exchange rate’s volatility is 15.00 percent, what EUR risk-free rate is implied by the observed call price? Enter your answer as a percentage, rounded to the nearest 0.0001%.