Question
if you buy a put option on a $100000 Canada bond futures contract with an exercise price of 95 and the price of the Canada
if you buy a put option on a $100000 Canada bond futures contract with an exercise price of 95 and the price of the Canada bond is 120 at expiration , is the contract in the money,out of the money or at the money?What is your profit or loss on the contract if the premium was $4000?
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Derivatives Markets
Authors: Robert L. McDonald
2nd Edition
032128030X, 978-0321280305
