The S&P 500 index is currently at $2,000. The one-year $1,900-strike European call option on the index
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The S&P 500 index is currently at $2,000. The one-year $1,900-strike European call option on the index is quoted at $191. The one-year $1,900-strike European put option on the index is quoted at $58.
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(a) If you are long a 1-year forward on the index with a delivery price of $1,900, what should be the current value of your forward position?
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Related Book For
Corporate Financial Accounting
ISBN: 978-1133952411
12th edition
Authors: Carl S. Warren, James M. Reeve, Jonathan E. Duchac
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