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Question 2: You are to calculate the price a European call option considered “at the money”...

Question 2: You are to calculate the price a European call option considered “at the money” on a stock index with a current level of 300, a risk free rate of interest of 9% per annum, volatility of 16% per annum, 6 months until expiration, and has an annual dividend yield of 2.5%.

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jeff jeffy answered 5 months ago
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