On a certain day, a stock index was at 500. The call option with X=400 and T=
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On a certain day, a stock index was at 500. The call option with X=400 and T= 1 year is priced at 132.31. The put option with the same X and T is priced at 12.80. Find the arbitrage-free price of futures contract written on the same index with the same maturity date. Assume no dividends and 5% interest rate.
Related Book For
Thermodynamics An Engineering Approach
ISBN: 978-0073398174
8th edition
Authors: Yunus A. Cengel, Michael A. Boles
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