Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum. A
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Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum. A threemonth American call futures option with a strike price of 28 is worth 4. Calculate bounds for the price of a three-month American put futures option with a strike price of 28.
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Aun Ali
I am an Associate Member of Cost and Management Accountants of Pakistan with vast experience in the field of accounting and finance, including more than 17 years of teaching experience at university level. I have been teaching at both undergraduate and post graduate levels. My area of specialization is cost and management accounting but I have taught various subjects related to accounting and finance.
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