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Business, 24.12.2019 03:31 Ellafrederick

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 put option with a strike price of 37 cents? a. 3.00 cents b. 2.91 cents c. 1.16 cents

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Futures price is currently 40 cents. it is expected to move up to 44 cents or down to 34 cents in th...
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