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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 put option is computed using the geometric average strike. What is the expected payoff if the observed prices to date are 71, 72, 70, 68, 69, and 68, respectively?
A) 1.35
B) 1.45
C) 1.55
D) 1.65
Textbook 
Derivatives Markets

Derivatives Markets


Edition: 3rd
Author:
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phuongha2892phuongha2892
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#1
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7 years ago
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#2
4 years ago
Would you mind breaking down how you got that answer? I'm having a really hard time. Thanks!
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