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Determine the appropriate price of an European put on a futures if the call is worth 6.55 and the risk free rate is 5 6%
Determine the appropriate price of an European put on a futures if the call is worth 6.55 and the risk free rate is 5 6% the futures price is 80 the exercise price is 75 and the expiration is in three months. Please shows all the steps
A. 12.56
B. 0.54
C. 11.48
D. 1.62
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