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A 9-month forward price on a stock is $100. The price of a 3-months European call option with strike price of $98 on this forward
A 9-month forward price on a stock is $100. The price of a 3-months European call option with strike price of $98 on this forward contract is $7. Using Blacks model, find the price of a 5- months European put option with strike price of $101 on the same forward contract if the risk-free interest rate is 6%. You may use Excel for this question.
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