Multiple Choice
Find the price of a European call on a futures if the futures price is $106,the exercise price is $100,the continuously compounded risk-free rate is 7.2 percent,the volatility is .41 and the call expires in six months.
A) $14.57
B) $17.04
C) $6.00
D) $19.78
E) none of the above
Correct Answer:
Verified
Correct Answer:
Verified
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