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Question 2: You are to calculate the price a European call option considered “at the money”...

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Finance

Question 2: You are to calculate the price a European calloption considered “at the money” on a stock index with a currentlevel of 300, a risk free rate of interest of 9% per annum,volatility of 16% per annum, 6 months until expiration, and has anannual dividend yield of 2.5%.

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