Question
7. Suppose that you buy a call option on $100,000 T-bond futures contract with an exercise price 110 for a premium of $1,500. If on
7. Suppose that you buy a call option on $100,000 T-bond futures contract with an exercise price 110 for a premium of $1,500. If on expiration the futures contract has a price of 107, what is your profit or loss on the contract?
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Introduction To Estimating Economic Models
Authors: Atsushi Maki
1st Edition
0415589878, 978-0415589871
