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Given the following parameters on a Future Brent Contract on crude oil, F oil = 45, X= $44, t= , and rf = 5%, find
Given the following parameters on a Future Brent Contract on crude oil, F oil = 45, X= $44, t= , and rf = 5%, find the value of the European Call and Put
Option, respectively. If the CQuoted is $ 6.60, can you argue the European Call is Overvalued? If the PQuoted is $4.45 can you argue the European Put is undervalued?
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