The current Nikkei index price is 21,200.Assume σ = 0.13,r = 0.05 and div = 0.015.If K = 20,000 yen and yen per dollar spot rates are 103,what is the dollar value of a 2-year call?

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The Answer of The current Nikkei index price is 21,200.Assume σ = 0.13,r = 0.05 and div = 0.015.If K = 20,000 yen and yen per dollar spot rates are 103,what is the dollar value of a 2-year call?

The Current Nikkei Index Price Is 21,200