Kizspy | Question: 24
(Choose 1 answer)
(24977) 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
