Question
The FXI has a current spot price of $40. the risk-free rate is 5%. Over the next year, the ETF could either move up to
The FXI has a current spot price of $40. the risk-free rate is 5%. Over the next year, the ETF could either move up to $64 (+60%) or move down to $25 (-37.5%).
What is the premium of a one year put with a strike of $45?
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Expert Systems In Auditing
Authors: J C Van Dijk, Paul Williams, Michael P. Cangemi
1st Edition
1349124761, 978-1349124763
