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Suppose a spot price of a market index is $900. After 6 months the market index is priced at 920. The annual risk free rate
Suppose a spot price of a market index is $900. After 6 months the market index is priced at 920. The annual risk free rate is 5%. The premium on the long put, with exercise price of 930 is $10. Calculate the profit at expiration for a long put.
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