Question
In dollars and points price the 1 day SPI 200 Index put and call options with a strike price of 6200 when the S&P/ASX 200
In dollars and points price the 1 day SPI 200 Index put and call options with a strike price of 6200 when the S&P/ASX 200 Index is currently trading at 6202 that has a volatility of 10%pa, which has a dividend yield of 4.25% when the continuously compounded risk free rate is 0.75%.
a) What is the intrinsic value of these options?
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Snap Judgment When To Trust Your Instincts When To Ignore Them And How To Avoid Making Big Mistakes With Your Money
Authors: David E. Adler
1st Edition
0137147783,0137037090
