Example giving Humped Valatility 24.6 Structure(Figure 24. 1, page 572) a=1,b=0.1,o1=0.01,∝2=0.0165,p=0.6 100 0.60 040 0.20 0.00 Options, Futures, and other Derivatives, 5th edition 2002 by John C. HullOptions, Futures, and Other Derivatives, 5th edition © 2002 by John C. Hull 24.6 Example Giving Humped Volatility Structure (Figure 24.1, page 572) a=1, b=0.1, 1=0.01, 2=0.0165, =0.6 0.00 0.20 0.40 0.60 0.80 1.00 1.20 1.40