Calculate the price of a 6-month put futures option with a, Financial Management

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Calculate the price of a 6-month put futures option with a

1. A futures price is currently 80, its annual volatility is 15 % (calculated on the basis of continuously compounded returns), and the risk-free interest rate is 4.5% with continuous compounding. Calculate the price of a 6-month put futures option with a strike price of 75.

2. What is the price of a 6% coupon bond maturing in 20 years if investors require a 7% return?

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Financial Management: Calculate the price of a 6-month put futures option with a

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Financial Management: Calculate the price of a 6-month put futures option with a

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