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(Click on the Icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Dec 2017
(Click on the Icon located on the top-right corner of the data table below in order to copy its contents into a spreadsheet.) Dec 2017 OEX Index Options Strike Price Call Price Put Price 840 88.07 860 76.37 102.43 880 111.64 Print Done Given an interest rate of 0.45% for a December 2017 maturity (22 months in the future), use put-call parity (with dividends) In mid-February 2016, European-style options on the S&P 100 index (OEX) expiring in December 2017 were priced as follows: to determine: a. The price of a December 2017 OEX put option with a strike price of 840. b. The price of a December 2017 OEX call option with a strike price of 880. a. The price of a December 2017 OEX put option with a strike price of 840. The put price with a strike price of 840 is . (Round to two decimal places.) b. The price of a December 2017 OEX call option with a strike price of 880. The call price with a strike price of 880 is (Round to two decimal places.)
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