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Calculate the price of a 6-month index call option with 1000 strike price using the following information. Please show work. Current index level 1053 Index
Calculate the price of a 6-month index call option with 1000 strike price using the following information. Please show work.
Current index level | 1053 |
Index dividend yield | 1% per annum |
Risk-free rate | 4% per annum |
6-m index put option price w/ 1000 K | $35.49 |
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