Determine the equilibrium price of a December S&P 500 call, given the S&P 500 put is trading
Question:
Determine the equilibrium price of a December S\&P 500 call, given the S\&P 500 put is trading at 50 . Assume the spot SP 500 index is at 2,500 , the risk-free rate is \(5.00 \%\), dividend per index share on the S\&P 500 is \(\$ 125\) at the December expiration and one year.
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
Question Posted: