Make a three-year gold investment deposit. The underlying asset is the gold ETF, the price of which we assume to be 53 USD, and for the price of the three-year call option, we assume 15 USD for the given ETF and the market price. The investment deposit would be formalized in EUR, and the EUR three-year interest rate would be 5.5%.

Required:

How big will be the participation rate of the given investment deposit (do not consider commission fees and brokerage margins).

Answer rating: 100% (QA)

Given Price of the gold ETF 53 USD Price of the threeyear call option 15 US... View the full answer