An investor wants to buy 1000 shares of the company SpaceX. The price of the share in the direct market is 17 euros. The exercise price of the right is 18 euros and its duration is 6 months. The standard deviation of the share is 20% on an annual basis and risk free interest is 4%. Each right concerns 100 shares. d1 = 0.8832 and d2 = 0.74178. Find the price of the purchase right C for each one of the shares. SOLVE AND WRITE ME HOW YOU CAME UP WITH THE SOLUTION. Choose one of the following: