(Answered) A strategy consists of buying a market index product at 830

Finance

A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830. If the put premium is $18.00 and interest rates are 0.5% per month, what is the estimated price of a call option with an exercise price of $830?

A. $49.55
B. $47.67
C. $42.47
D. $45.26

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