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Problem 10 Calculate the price of a one-year European put option on the spot value...

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Accounting

Problem 10 Calculate the price of a one-year European put option on the spot value of the S&P 500. The one-year futures price of the index is 3160, the strike price of the put option is 3190, the risk-free rate is 2%, and the volatilities of the index spot and futures prices are both 25%.

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