Question introductive<p><i>The Viswan Family Office (VFO) owns non-dividend-paying shares of Biomian Limited that are currently priced (S₀) at INR 295 per share. VFO’s CIO is considering an offer to sell shares at a forward price (F₀(T)) of INR 300.84 per share in six months based on a risk-free rate of 4%. You have been asked to advise on the purchase of a put option or the sale of a call option with an exercise price (X) equal to the forward price (F₀(T)) as alternatives to a forward share sale.</i></p>

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