Calculate the value of a three-month at-the-money European call option on a stock index
Chapter 17, Problem 17.6(choose chapter or problem)
Calculate the value of a three-month at-the-money European call option on a stock index when the index is at 250, the risk-free interest rate is 10% per annum, the volatility of the index is 18% per annum, and the dividend yield on the index is 3% per annum.
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