Question
The current price of the futures contract is $30. A six-month call option on the futures contract with a strike price of $30 is trading
The current price of the futures contract is $30. A six-month call option on the futures contract with a strike price of $30 is trading at a price of $3. What is the price of a six-month put option on this futures contract with the same strike price?
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Bond Markets Analysis And Strategies
Authors: Frank J.Fabozzi
7th Edition
0136078974, 978-0136078975
