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The futures price of an asset is currently 78 and the risk-free rate is 2%. A six-month put on the futures with a strike price
The futures price of an asset is currently 78 and the risk-free rate is 2%. A six-month put on the futures with a strike price of 80 is currently worth 6.5. What is the value of a six-month call on the futures with a strike price of 80 if both the put and call are European? What is the range of possible values of the six-month call with a strike price of 80 if both put and call are American
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