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Assume the effective interest rate is 2%, the S&R 6-month forward price is 1020, and use these premiums for S&R options with 6 months to

Assume the effective interest rate is 2%, the S&R 6-month forward price is 1020, and use these premiums for S&R options with 6 months to expiration. Strike Call Put 950 120.405 51.777 1000 93.809 74.201 1020 84.470 84.470 1050 71.802 101.214 1107 51.873 137.167 Suppose the premium on a 6-month S&R call is $109.20 and the premium on a put with the same strike price is $60.18. What is the strike price

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