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Calculate the value of a 6-month european

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Reference no: EM131317783

Calculate the value of a 6-month European put futures option when the futures price is $19, the strike price is $20, the risk-free rate is 12% per annum and the volatility of the futures price is 20% per annum.

  • 0.63
  • 0.68
  • 1.57
  • 1.62

Reference no: EM131317783

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