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naahemaa naahemaa
wrote...
Posts: 2
Rep: 0 0
2 years ago
Suppose the spot exchange rate is $1.22 per British pound and the strike on a dollar
denominated pound put is $1.20. Assume r = 0.04, rf = 0.05, σ = 0.20 and the option
expires in 270 days. What is the put option price?
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wrote...
Educator
2 years ago
Hi naahemaa

Have you seen this: https://biology-forums.com/index.php?topic=684246.0 ?
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