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In an efficient market, call options and put options are issued on life science shares The put option is traded at SEK 3 6 .

In an efficient market, call options and put options are issued on life science shares
The put option is traded at SEK 36.57 and today's Share price is 695.01 kr. Both options have an exercise price of SEK 911.03 and the risk- free interest rate is 5.52% on an annual basis. What Should A Call Option Cost If The Options Have A
remaining maturity of 5 years? You can assume that there will be no dividends paid during the Duration. Please note that the stated interest rate is the annual percentage rate of charge which means that a discount factor for one year is
1/(1+r).
(Correct answer: 207)

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