Suppose that an FI manager writes a call option on a T-bond futures contract with an exercise

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Suppose that an FI manager writes a call option on a T-bond futures contract with an exercise price of 114 at a quoted price of 0-55. What type of opportunities or obligations does the manager have?

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Financial Markets and Institutions

ISBN: 978-0077861667

6th edition

Authors: Anthony Saunders, Marcia Cornett

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Question Posted: Jan 27, 2015 08:47 AM

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Suppose that an FI manager writes a call option on a T-bond futures contract with an exercise

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In the case of writing a call option the manager is obligated to sell the intere...View the full answer

Financial Markets and Institutions

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