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Assume you have an option that expires in 6 month on a Future Commodity. The current price of this Future is 100$ with annual volatility
Assume you have an option that expires in 6 month on a Future Commodity. The current price of this Future is 100$ with annual volatility of 25%. Assuming that the strike price is 110 what is going to be
the call option price if the risk free rate is 5%?
3.36 | ||
3.1 | ||
4.22 | ||
NONE OF THE ABOVE |
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