Question
Suppose the WTI futures price is 55.45 and the riskless interest rate is 5%. If an American put with a strike of 58 has 6
Suppose the WTI futures price is 55.45 and the riskless interest rate is 5%. If an American put with a strike of 58 has 6 months (1/2 year) left to maturity then it's price must be AT LEAST how much?
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Financial management theory and practice
Authors: Eugene F. Brigham and Michael C. Ehrhardt
12th Edition
978-0324422696
