Question
Suppose the S&P 500 is at 906, and a one-year European call option with a strike price of $575 has a negative time value. If
Suppose the S&P 500 is at 906, and a one-year European call option with a strike price of $575 has a negative time value. If the interest rate is 4%, what can you conclude about the dividend yield of the S&P 500? (Assume all dividends are paid at the end of the year.)
The dividend yield must be at least
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Multifractal Detrended Analysis Method And Its Application In Financial Markets
Authors: Guangxi Cao, Ling-Yun He, Jie Cao
1st Edition
9811079153, 978-9811079153
