A futures price is currently 50. At the end of six months it will be either 56

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A futures price is currently 50. At the end of six months it will be either 56 or 46. The risk-free interest rate is 6% per annum. What is the value of a six-month European call option on the futures with a strike price of 50?

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Fundamentals Of Futures And Options Markets

ISBN: 9781292422114

9th Global Edition

Authors: John Hull

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Question Posted: Mar 05, 2024 01:00 AM

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A futures price is currently 50. At the end of six months it will be either 56

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Fundamentals Of Futures And Options Markets

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