Use BSM to price a four-months at the money call with a strike price of 300 on

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Use BSM to price a four-months at the money call with a strike price of 300 on a one-year futures contract currently listed for F = $310. Assume σ = 0.2, r = 0.05.

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International Financial Management

ISBN: 978-0078034657

6th Edition

Authors: Cheol S. Eun, Bruce G.Resnick

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Posted Date: Nov 11, 2020 10:30 AM

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Use BSM to price a four-months at the money call with a strike price of 300 on

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International Financial Management

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