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rush!!!! You are in Japan. The Nikkei is currently at 641.01, and pays a dividend rate of 0.70% per annum. You observe a Nikkei European
rush!!!!
You are in Japan. The Nikkei is currently at 641.01, and pays a dividend rate of 0.70% per annum. You observe a Nikkei European put option maturing in 10 months, with strike price 643.42 trading at a price of $21.39. The interest rate, with continuous compounding is 3.30%. What is a fair price for a Nikkei European call option with the same strike price and time to maturity? $36.43 $32.70 $40.18 $10.08
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