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Calculate the price of a 6-month index call option with 1000 strike price using the following information. Current index level1062Index dividend yield1% per annumRisk-free rate4%

Calculate the price of a 6-month index call option with 1000 strike price using the following information.

Current index level1062Index dividend yield1% per annumRisk-free rate4% per annum6-m index put option price w/ 1000 K$35.16

Round the the nearest 2 decimal points. For example, if your answer is $123.456, then enter "123.46"

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