The S&P 500 index is trading at a level of 1200.The rate of interest is 2%.The average rate of dividends for stocks in the index is 3%.Index volatility is 20%.What is the Black-Scholes price of a one-year at-the-money put option on the index?
A)$98.90
B)$99.10
C)$99.20
D)$99.25

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The Answer of The S&P 500 index is trading at a level of 1200.The rate of interest is 2%.The average rate of dividends for stocks in the index is 3%.Index volatility is 20%.What is the Black-Scholes price of a one-year at-the-money put option on the index?
A)$98.90
B)$99.10
C)$99.20
D)$99.25

The S&P 500 Index Is Trading at a Level of 1200.The