Suppose that a one-year futures price is currently 60. A one-year European call option and a one-year

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Suppose that a one-year futures price is currently 60. A one-year European call option and a one-year European put option on the futures with a strike price of 61 are both priced at 4 in the market. T...

Posted Date: May 25, 2024 01:06 PM

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Suppose that a one-year futures price is currently 60. A one-year European call option and a one-year

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