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urgently required QUESTION 2 [7 MARKS] The current December SPI 200 futures contract is at 3301. The ASX 200 is at 3305.4. The current 30-day

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QUESTION 2 [7 MARKS] The current December SPI 200 futures contract is at 3301. The ASX 200 is at 3305.4. The current 30-day bank bill is at 4.492%. A. If there are 45 days remaining until December 2001 futures contracts expire, determine whether put-call parity is maintained for the December call & put options on SPI 200 futures with the exercise price closest to the current SPI 200 price. [4 marks] CALL OPTIONS PUT OPTIONS 0 PM 180 | NNET | | * - (M0 HTT Air , 2010 To , B. If put-call parity is not maintained, explain the possible reasons why it might not be. [3 marks] QUESTION 2 [7 MARKS] The current December SPI 200 futures contract is at 3301. The ASX 200 is at 3305.4. The current 30-day bank bill is at 4.492%. A. If there are 45 days remaining until December 2001 futures contracts expire, determine whether put-call parity is maintained for the December call & put options on SPI 200 futures with the exercise price closest to the current SPI 200 price. [4 marks] CALL OPTIONS PUT OPTIONS 0 PM 180 | NNET | | * - (M0 HTT Air , 2010 To , B. If put-call parity is not maintained, explain the possible reasons why it might not be. [3 marks]

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