Explain what arbitrageurs would do if the price of an American S&P 500 futures put with an
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Explain what arbitrageurs would do if the price of an American S\&P 500 futures put with an exercise price of 2,200 were priced at 45 when the underlying futures price was trading at 2,150 . What impact would their actions have in the futures option market on the put's price?
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In the given scenario if the price of an American SP 500 futures put option with an exercise price of 2200 is priced at 45 while the underlying future...View the full answer
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