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#11 In mid-July 2018, European-style options on the S&P 100 index (OEX) expiring in December 2019 were priced as follows: . Given an interest rate
#11 In mid-July 2018, European-style options on the S\&P 100 index (OEX) expiring in December 2019 were priced as follows: . Given an interest rate of \( 2.8 \% \) for a December 2019 maturity (17 months 2 answers
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