PAI CF1 — Matematika Keuangan

PAI CF1 — Matematika Keuangan (Persatuan Aktuaris Indonesia)

Derivative InstrumentsEnglish
Exam overview

Practice session

An investor buys a 1-year European call option on a share with a strike price of Rp5,000 for a premium of Rp300. The annual effective risk-free rate is 6%. If the share price at expiry is Rp5,600, what is the investor's profit per share?

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