Question
The premium on June 15 on a September 15 euro put option is USD 0.019 per Euro and the strike price is $1.62. The 15
The premium on June 15 on a September 15 euro put option is USD 0.019 per Euro and the strike price is $1.62. The 15 September forward rate is $1.65 and the quarterly USD interest rate is 2.5%. What is the call option premium?
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Financial Management Core Concepts
Authors: Raymond M Brooks
2nd edition
132671034, 978-0132671033
