Question
YOUR BANK is thinking to issue a European put option of one-year maturity on a two-year zero coupon bond. This put option has strike price
YOUR BANK is thinking to issue a European put option of one-year maturity on a two-year zero coupon bond. This put option has strike price of $937.000. What should be the issue price / offer price / premium of this put option?(Four decimal places required)
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Private Equity Value Creation Analysis Volume I
Authors: Michael David Reinard
1st Edition
1736077821, 978-1736077825
