1
answer
0
watching
62
views

Q3. A futures price is currently 55, its volatility is 20% per annum, and the risk-free rate is 6% per annum. What is the value of a 5-month European put on the futures with a strike price of 65?

(please show all work)

For unlimited access to Homework Help, a Homework+ subscription is required.

Keith Leannon
Keith LeannonLv2
29 Sep 2019

Unlock all answers

Get 1 free homework help answer.
Already have an account? Log in

Related questions

Weekly leaderboard

Start filling in the gaps now
Log in