The prices of 6-month european call and put options when


The spot price of an index is 1,000 and the annual continuously compounded risk-free rate is 4%.

The prices of 6-month European call and put options when the strike price is 950 are 85 and 35, respectively. What is the implied dividend yield of the index?

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Financial Management: The prices of 6-month european call and put options when
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