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16.25
77.40
2000
1.30
161.80
1600
249.60
13.35
1725
140.00
28.75
1775
101.00
39.75
1800
83.00
46.85
1850
51.45
64.90
1900
27.20
90.65
2000
4.25
167.70 Here is some information that you will need:
1) The value of S&P 500 index at the time I pulled these quotes
was: S =1845.73
2) Expiration date: All options expire on the Saturday after the third
Friday of the
month. See http://www.cboe.com/TradTool/2014_CBOEwebsite.pdf
for a calendar
of upcoming expiration dates.
3) The annual risk-free rate: use the yield on 3 month Treasury Bills,
which was
0.04% on March 3 (i.e., 0.0004). Department of Ag and Resource
Economics UC Davis Name: Discussion Time: ARE 171B Answer