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Calculate the price of a 6-month index call option with 1000 strike price using the following information. Current index level 1,098 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 | 1,098 |
Index dividend yield | 1% per annum |
Risk-free rate | 4% per annum |
6-m index put option price w/ 1000 K | $31.07 |
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