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10. Consider a 1000-strike call option and a forward contract on the S&R index with 6 months to expiration. The current index price is $1000.

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10. Consider a 1000-strike call option and a forward contract on the S&R index with 6 months to expiration. The current index price is $1000. There is no dividend. The call premium is $74.20. The annual interest rate is 4%. At what price of the index the long call option and the long forward contract have the same profit? (A) 930.1 (B 938.3 (C) 944.3 (D) 950.1

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