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elf_fu elf_fu
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Posts: 705
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7 years ago
The value of an Asian call option is computed using the geometric average strike. What is the expected payoff if the observed prices to date are 69, 70, 72, 71, 75, and 73, respectively?
A) 1.26
B) 1.36
C) 1.46
D) 1.56
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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Posts: 471
7 years ago
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elf_fu Author
wrote...
7 years ago
Thank you phuongha2892
wrote...
4 years ago
Thank you.
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