Question
The price of a 1-year U.S. dollar-denominated call option on the euro with a strike price of $1.05 is $0.29975. The price of an otherwise
The price of a 1-year U.S. dollar-denominated call option on the euro with a strike price of $1.05 is $0.29975. The price of an otherwise equivalent put option is $0.12186. The annual continuously compounded U.S. interest rate is 9%. What is the 1-year U.S. dollar-euro forward price?
| a. | $1.2279/ | |
| b. | $1.2576/ | |
| c. | $1.1375/ | |
| d. | $1.2126/ | |
| e. | $1.2446/ |
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Investing In Cryptocurrency Learn About Cryptocurrencies And Their Uses
Authors: Federico Unvarsky
1st Edition
979-8353779117
