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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 1,065 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 1,065 Index dividend yield 1% per annum Risk-free rate 4% per annum 6-m index put option price w/ 1000 K $42.8 Round the the nearest 2 decimal points.

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