Calculate the value of a three-month european put futures, Ask an Expert

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Calculate the value of a three-month European put futures option when the futures price is $18, the strike price is $20, the risk-free interest rate is 10% per annum, and the volatility of the futures price is 30% per annum.

1. Show value of d1.

2. Show value of d2.

3. Calculate the price of the put option.

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Financial Management, Finance

Category:- Financial Management
Reference No.:- M91621529

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