Suppose the spot exchange rate is $1.33 per British pound and the strike on a dollar denominated pound call is $1.25. Assume r = 0.50% (continuously compounded annual rate), rf = 2.00% (continuously compounded annual rate), = 0.20 and the option expires in one year. What is the put option price?

Question options:

	$0.157
	$0.423
	$0.074
	$0.092

Suppose the 360-day futures price on crude oil is $115.00 per barrel and the volatility is 30.0%. Assume continuously compounded annual interest rates are 5.5%. What is the price of a $125 strike call futures option that expires in 360 days? ((Use 360 days as one-year convention.)

Question 15

0 / 5.55 points

Question options:

	$13.28
	$8.24
	$11.62
	$9.33