Question 5: Find the price of a 6-month European call option with strike price of 10,300 on the stock index if the current index value is 10,000 and each 6 month it can either go up by 20% or down by 15%. The contract size is $1 time the index. The dividend paid by the stocks included in the index can be approximated by the continuously compounded dividends with dividend yield of 6%. Risk-free interest rate is 9%. Question 5: Find the price of a 6-month European call option with strike price of 10,300 on the stock index if the current index value is 10,000 and each 6 month it can either go up by 20% or down by 15%. The contract size is $1 time the index. The dividend paid by the stocks included in the index can be approximated by the continuously compounded dividends with dividend yield of 6%. Risk-free interest rate is 9%