Question: Consider a two month call future options with a strike price of Rs . 4 0 when the risk free interest rate is 1 0

Consider a two month call future options with a
strike price of Rs.40 when the risk free interest
rate is 10% per annum. The current future price is
Rs.47. What is the lower bound for the value of
the future option if it is (a) Indian (b) American?
Consider a two month call future options with a strike price

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