Question: Suppose the S&P 500 is at 900, and it will pay a dividend of $30 at the end of the year. Suppose also that the

Suppose the S&P 500 is at 900, and it will pay a of $30 at the end of the year. Suppose also that the interest rate is 2%. If a one-year European put option has a negative time value, what is the lowest possible it could have?

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