Suppose the premium on a 6-month sampr call is 1075 and, Ask an Expert

Economics

Suppose the premium on a 6-month S&R call is $ 107.5 and the premium on a put with the same strike price is $ 59.3. Assuming that the effective annual interest rate is 3 %, and that today's price for the non-dividend paying S&R index is $ 1,000, what is the strike price?

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Business Economics, Economics

Category:- Business Economics
Reference No.:- M91529287

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