KINDLY ANS ASAP VERY URGENT

Total [10 Marks 2. In mid-February 2016, European-style options on the S&P 100 index (OEX) expiring in December 2017 were priced as follows: Dec 2017 OEX Index Options Strike Price Call Price Put Price 840 88.00 860 76.30 102.21 880 111.56 M Given an interest rate of 0.40% for a December 2017 maturity (22 months in the future), use put-call parity (with dividends) 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. 11