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. Consider options on Oil Futures with a strike price of $130. The 1-year Oil Futures price is $140 and its volatility is 25%. The

. Consider options on Oil Futures with a strike price of $130. The 1-year Oil Futures price is $140 and its volatility is 25%. The risk-free rate is 10%. (a) Use Black-Scholes-Merton (BSM) model to ...

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