The value of the DIX on February 4, 2004, was 104.7). Assume that the risk-free rate was

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The value of the DIX on February 4, 2004, was 104.7). Assume that the risk-free rate was 1.2% and that the dividend yield was 3.5%. The options expire on March 20, 2004. Are the quotes for the two options consistent with pet-call parity?

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Options Futures And Other Derivatives

ISBN: 9780131499089

6th Edition

Authors: John Hull

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Question Posted: Oct 19, 2024 08:00 AM

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The value of the DIX on February 4, 2004, was 104.7). Assume that the risk-free rate was

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Options Futures And Other Derivatives

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