Currently the index is standing at 1067 the risk-free rate, Ask an Expert

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Currently the index is standing at 1,067. The risk-free rate is 4% per annum and the dividend yield is 1% per annum. A 6-month European put option on the index with a strike price of 1000 is trading at $47.94. What must be the value of a 6-month European call option on the index with the same strike price?

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M92358151

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