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Assume an underlying futures contract. (a) (b) (4 marks). Use the appropriate option pricing function to find the Euro- pean put premium on a

Assume an underlying futures contract. (a) (b) (4 marks). Use the appropriate option pricing function to find the Euro- pean put premium on a futures contract. (3 marks). Use (a) to derive a put-call parity for options on futures. You do not need to rederive the European call premium on a futures contract.

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