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Rentining Time: 2 hours, 23 minutes, 55 seconds Question Completion Status: QUESTION 38 The price of a European call option on shares in Bootle Books

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Rentining Time: 2 hours, 23 minutes, 55 seconds Question Completion Status: QUESTION 38 The price of a European call option on shares in Bootle Books is 30p, the price of the corresponding put option is 5p, and the current price of Boodle Books shares is 100. There are 3 months left for the options to expire and the riskless interest rate for this period is 54. The common strike price for these call and put options must be O A 75.00p O B. 78.75p OC 66.67p OD.75.94p QUESTION 39 On January 2013, the FTSE100 Index stands at 4500. The March FTSE 100 futures contract valued at 10,00 per index point is settled on 31 March 2013. The continuously compounded funding rates the historic dividend yield on the FTSE100 is and you expect 20 of the total dividend payment to be made by the FTSE100 stock between now and 31 March 2013. What is the fair value of the March FTSE100 futures contract? DA 4539.00 B. 4519.00 4559.00 D4529,00 Com bit to our

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