Question: 3 . Given the following information: sigma A = 0 . 5 0 Rf = 2 % Price on crude oil futures expiring in

3. Given the following information:
\sigma A =0.50
Rf =2%
Price on crude oil futures expiring in 30 days = $10
European call and put options on crude oil futures, each with exercise price of $20 and expiration of 30 days
Using the Black OPM Excel program, determine the equilibrium futures call and put prices.

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