The S&P 500 index is currently at $2,000. The one-year $1,900-strike European call option on the...

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.
1. (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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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?

=2000+58-191
=1867.00

jeff jeffy answered 2 years ago

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