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Question
A strategy consists of buying a market index product at $830 and longing a put on the index with a strike of $830. If the put premium is $18.00 and interest rates are 0.5% per month, what is the estimated price of a call option with an exercise price of $830?A) $42.47
B) $45.26
C) $47.67
D) $49.55
Answer
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Related questions
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