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Suppose your bank buys puts on $2M FV of a zero-coupon bond, with a strike of 0.85. It holds these options until the time of

Suppose your bank buys puts on $2M FV of a zero-coupon bond, with a strike of 0.85. It holds these options until the time of expiration. If the price of the zero-coupon bond is 0.9 at the time the options expire, how much are the options worth?

If the price of the zero-coupon bond is 0.8 at the time the options expire, how much are the options worth?

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