. Consider the following . Spot rate ($US/f) SO $1.9674 . Strike rate ($US/f) E $1.9000 ....

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. Consider the following . Spot rate ($US/f) SO $1.9674 . Strike rate ($US/f) E $1.9000 . US interest rate (% p.a.) rd 2.453% . UK interest rate (% p.a.) rf 3.525% . Volatility (% p.a.) sigma 6.300%...

Posted Date: May 25, 2024 03:14 AM

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. Consider the following . Spot rate ($US/f) SO $1.9674 . Strike rate ($US/f) E $1.9000 ....

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