Question
Calculate the price of a 6-month index call option with 1000 strike price using the following information. Current index level 1,067 Index dividend yield 1%
Calculate the price of a 6-month index call option with 1000 strike price using the following information.
| Current index level | 1,067 |
| Index dividend yield | 1% per annum |
| Risk-free rate | 4% per annum |
| 6-m index put option price w/ 1000 K | $47.94 |
Round the the nearest 2 decimal points. For example, if your answer is $123.456, then enter "123.46"
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The Emerald Handbook On Cryptoassets Investment Opportunities And Challenges
Authors: H. Kent Baker, Hugo Benedetti, Ehsan Nikbakht, Sean Stein Smith
1st Edition
1804553212, 978-1804553213
