The SINDY Index Is Currently at I = 10,100 $\delta$ = 2 Percent Per Year and an Implied Volatility Of on SINDY

question 9

Multiple Choice

The SINDY index is currently at I = 10,100.European options on SINDY have a strike price K =$10,000 and mature in T = 90 days.The risk-free interest rate r = 5 percent per year.SINDY has a dividend yield $\delta$ = 2 percent per year and an implied volatility of $\sigma$ = 20 percent per year.Then the Black-Scholes-Merton model gives a call option price of:

• A) $314.18
• B) $430.39
• C) $487.03
• D) $516.76
• E) None of these answers are correct.

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