The sampp 500 index value is 266991 a call option expiring, Ask an Expert

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The S&P 500 Index value is 2669.91. A call option expiring on January 18, 2019 with a strike price of 2750 has a market price of 98.50. The 9-month risk free interest rate is 2.65%; the index generates no cash flow. What is the implied variance returns on the S&P 500 Index?

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Financial Management, Finance

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