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What is the implied volatility of corn futures prices from the following information concerning a European put-on corn futures: Briefly discuss. Current futures price 225
What is the implied volatility of corn futures prices from the following information concerning a European put-on corn futures: Briefly discuss.
Current futures price | 225 |
Exercise price | 300 |
Put price | 15 |
Time to maturity | 6 months |
Risk Free | 5% |
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