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Assume Nifty is currently at 4500. If the risk free rate is 8% p.a and continuous dividend yield on Nifty is. 3% p.a . What

Assume Nifty is currently at 4500. If the risk free rate is 8% p.a and continuous dividend yield on Nifty is. 3% p.a . What would the value of 3 month call option with exercise price of 4600 be? Volatility of Nifty is 25% p.a. One nifty point is equal to Re 1 . ( Use Black Scholes Model)

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