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S = 14.93 (capture at the close) K (strike price) = 17 r = 0.25% Price date = 26 March Maturity Date = 20 May
S = 14.93 (capture at the close) K (strike price) = 17 r = 0.25% Price date = 26 March Maturity Date = 20 May Trading days = 39 T = Trading days / 252 = 39 / 252 = 0.155 Found on the mid of the put and call on the VIX Sheet c = $1.62 market price p = $2.05 market price Implied forward price is $16.57 WITH THESE VALUES HOW DO YOU CALCULATE THIS
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Income Tax Fundamentals 2013
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
31st Edition
1111972516, 978-1285586618, 1285586611, 978-1285613109, 978-1111972516
