Calculate the implied volatility so soybean futures prices


Assignment:

Calculate the implied volatility so soybean futures prices from the following information concerning a European put on soybean futures:

Current futures price   525

Exercise price             525
 
Risk-free rate           6% per annum

Time of maturity       5 months

Put price                  20

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Finance Basics: Calculate the implied volatility so soybean futures prices
Reference No:- TGS02024436

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