Multiple Choice
What is the value of a European call futures option where the futures price is 50,the strike price is 50,the risk-free rate is 5%,the volatility is 20% and the time to maturity is three months?
A) 49.38N(0.05) -49.38N(-0.05)
B) 50N(0.05) -50N(-0.05)
C) 49.38N(0.1) -49.38N(-0.1)
D) 50N(0.1) -49.38N(-0.1)
Correct Answer:
Verified
Correct Answer:
Verified
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