A futures price is currently 25, its volatility is 30% per annum, and the risk-free interest rate
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A futures price is currently 25, its volatility is 30% per annum, and the risk-free interest rate is 10% per annum. What is the value of a 9-month European call on the futures a strike price of 26 with 14.30 A fatures price is currently 70, its volatility is 20% per annum, and the risk-free interest rate is 6% per annum. What is the value of a 5-month European put on the futures with strike price of 65? a
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