A European stock index call option has a strike price of $ 1 , 1 6 0

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Question:

A European stock index call option has a strike price of $

1, 160

and a time to expiration of

0.25

years.Given a risk

-

free rate of

4

percent, if the underlying index is trading at $

1, 200

and has a multiplier of

1,

then the lower bound for the option price is closest to:

Posted Date: May 18, 2024 08:14 PM

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A European stock index call option has a strike price of $ 1 , 1 6 0

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