Question: Question 1 (6 marks) The S&P 500 spot level is 2,725. The1-year at-the-money call on is selling at $200. The risk-free rateis 5% and the

Question 1 (6 marks) The S&P 500 spot level is 2,725. The1-year at-the-money call on is selling at $200. The risk-free rateis 5% and the index pays a dividend yield of 4%. The S&P 500option 2 answers

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