Calculate the price of a 6-month index call option with 1000 strike price using the following information.
Current index level1062Index dividend yield1% per annumRisk-free rate4% per annum6-m index put option price w/ 1000 K$35.16
Round the the nearest 2 decimal points. For example, if your answer is $123.456, then enter "123.46"
We need to solve this using the put call parity Fiduciary Call = Protective... View the full answer