What is the price of the option if it is a european put

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The strike price of a futures option is 550 cents, the risk-free interest rate is 3%, the volatility of the futures price is 20%, and the time to maturity of the option is 9 months. The futures price is 500 cents.

(a) What is the price of the option if it is a European call?

(b) What is the price of the option if it is a European put?

(d) What is the futures price for a futures-style option if it is a call?

(e) What is the futures price for a futures-style option if it is a put?

Reference no: EM131237795

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