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Consider a 1 0 0 0 - strike put option and a forward contract on the S&R index with 6 months to expiration. The current
Consider a strike put option and a forward contract on the S&R index with months to expiration. The current index price is $ The put writer receives the premium of $ and the forward price is $ The annual interest rate is
At what price of the S&R index the long put option and the short forward contract have the same profit?
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