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The call option for a European stock index has a strike price of RM 2 , 1 6 0 and a time to expiration of

 
  • The call option for a European stock index has a strike price of RM2,160 and a time to expiration of 0.25 years.Determine the lower bound for the option price given a risk-free rate of 5 percent, assuming the underlying index is trading at RM2,200 and has a multiplier of 1
 

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