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小弟要考CT8，PAST PAPER里有几道题看不懂，请高人解答，先谢过！
2010 4月 Q5：问题（i）看不懂，如下：什么叫做“volatility to within 0.5% p.a”，问题（i)应该怎么翻译？
A European call option on a stock has an exercise date one year away and a strike
price of 320p. The underlying stock has a current price of 350p. The option is priced
at 52.73p. The continuously compounded risk-free interest rate is 4% p.a.
(i) Estimate the stock price volatility to within 0.5% p.a. assuming the Black-
Scholes model applies.
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