Multiple Choice
Assume S = $43,K = 45,div = 0.0,r = 0.09,σ = 0.36,and 90 days until expiration.What is the premium on an Asian average strike put where N = 3?
A) $0.26
B) $0.36
C) $0.46
D) $0.56
Correct Answer:
Verified
Correct Answer:
Verified
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