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5) A futures contract is trading at 100. 3 a) What is the price of a 6-month european $80 put (K = 80) if the

5) A futures contract is trading at 100. 3 a) What is the price of a 6-month european $80 put (K = 80) if the risk-free rate is 1.5% and the volatility is 20%? b) What are the delta and gamma of the option? c) Compute the price of the same put but in its american version

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