Question
Calculate the price of a 6-month index call option with 1000 strike price using the following information. Current index level Index dividend yield Risk-free
Calculate the price of a 6-month index call option with 1000 strike price using the following information. Current index level Index dividend yield Risk-free rate 6-m index put option price w/ 1000 K 1,067 1% per annum 4% per annum $47.94
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Foundations of Financial Management
Authors: Stanley Block, Geoffrey Hirt, Bartley Danielsen, Doug Short, Michael Perretta
10th Canadian edition
1259261018, 1259261015, 978-1259024979
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