Determine the price of a strike

Reference no: EM131935861

Question: 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. The response must be typed, single spaced, must be in times new roman font (size 12) and must follow the APA format.

Reference no: EM131935861

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