16.4. A futures price is currently 50. At the end of six months it will be either...

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16.4. A futures price is currently 50. At the end of six months it will be either 56 or 46. The risk-free interest rate is 6% per annum. What is the value of a six-month European call option on the futures with a strike price of 50?

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Fundamentals Of Futures And Options Markets

ISBN: 9780134083247

9th Edition

Authors: John Hull

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Question Posted: Jul 26, 2024 08:00 AM

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16.4. A futures price is currently 50. At the end of six months it will be either...

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Fundamentals Of Futures And Options Markets

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