Question
| Id | 375 |
|---|---|
| Number | 6 |
| Description | SCSI observes that a 3-month call option on CWI with an exercise price of CNY 130 trades at a premium of CNY 3. A 3-month forward contract on CWI trades at a forward price of CNY 128.76. Which of the following choices is closest to the correct premium for a 3-month put option with an exercise price of CNY 130 on CWI? |