Assume the black-scholes framework for a futures exchange
Assume the Black-Scholes framework for a futures exchange on F. The volatility of the exchange is 0.4, and the current futures price is 73. The risk free rate is 12%. Determine the price of a strike 80 European put that expires in nine months.
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assume the black-scholes framework for a futures exchange on f the volatility of the exchange is 04 and the current
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