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roblem 12.20 for an American put option on a futures contract. The strike price a

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  • Due on 25 Apr, 2018 12:00:00
  • Asked On 25 Apr, 2018 06:07:32
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Problem 12.20 for an American put option on a futures contract. The strike price and the futures price are $50, the risk-free rate is 10%, the time to maturity is six months, and the volatility is 40% per annum.

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  • Submitted On 25 Apr, 2018 06:33:08
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