A futures price is currently 55 its volatility is 20 per
A futures price is currently 55, its volatility is 20% per annum, and the risk-free rate is 6% per annum. What is the value of a 5-month European put on the futures with a strike price of 65?
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a futures price is currently 55 its volatility is 20 per annum and the risk-free rate is 6 per annum what is the value
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