What is value of european put option on index a strike price


Assignment:

Consider a stock index currently standing at 250. The dividend yield on the index is 4% per annum and the risk-free rate is 6% per annum. A three-month European call option on the index with a strike price of 245 is currently worth $10. What is the value of a three-month European put option on the index with a strike price of 245?

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Finance Basics: What is value of european put option on index a strike price
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