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The current price of the index is 1,500. The European call option for this index, which has an exercise price of 1400 and a maturity
The current price of the index is 1,500. The European call option for this index, which has an exercise price of 1400 and a maturity of 6 months, is priced at 154. The European put option for this index, which has an exercise price of 1400 and a maturity of 6 months, is priced at 34.25. The six-month risk-free interest rate is 5% per annum payable semi-annually in arrears. What if I calculate my dividend rate?
Round to % and mark up to the second decimal place.
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