Suppose the sp 500 is at 906 and a one-year european call


Suppose the S&P 500 is at 906, and a one-year European call option with a strike price of $575 has a negative time value.

If the interest rate is 4%, what can you conclude about the dividend yield of the S&P 500? (Assume all dividends are paid at the end of the? year.)

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Financial Management: Suppose the sp 500 is at 906 and a one-year european call
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