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A futures price is currently 40 cents. It is expected to move up to 44 cents or down to 34 cents in the next six
- A futures price is currently 40 cents. It is expected to move up to 44 cents or down to 34 cents in the next six months. The risk-free interest rate is 6% ( WITH WORKINGS PLS )
- What is the value of a six-month put option with a strike price of 37 cents? (Give two decimal places)
- What is the value of a six-month call with a strike price of 33 cents? (Give two decimal places)
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Financial Statement Analysis & Dividend Investing
Authors: Andrew P.C.
1st Edition
1075873940, 978-1075873942
