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The PLN 980 strike price six months TECHWIG index (the technology index for the Warsaw Stock Exchange) European put option premium is 5.45 Polish Zloties (PLN) and the 980 strike price six months TECHWIG index European call option premium is PLN 35.50. The six months forward price of TECHWIG is PLN 1011.07. Assuming no arbitrage is possible, calculate the current price of TECHWIG index.

A. 1002 B. 996 C. 990 D. 984 E. 978

Financial Management, Finance

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