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    Derivatives and Risk Management Study Set 2
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    Exam 8: Principles of Pricing Forwards,futures and Options on Futures
  5. Question
    If the Exercise Price Equals the Futures Price,a Put on the Futures
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If the Exercise Price Equals the Futures Price,a Put on the Futures

Question 24

Question 24

True/False

If the exercise price equals the futures price,a put on the futures will have the same price as a call on the futures.

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