Find the value of six month call option with strike price
A futures price is currently 40 cents. It is expected to move up to 44 cents or down to 34 cents in the next six months. The risk-free interest rate is 6%. What is the value of a six month call option with a strike price of 39 cents?
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It is expected to move up to 44 cents or down to 34 cents in next six months. The risk-free interest rate is 6%. Find the value of a six month call option with strike price of 39 cents?
It is expected to move up to 44 cents or down to 34 cents in next six months. The risk-free interest rate is 6%. Find the value of a six month call.
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