Answered You can hire a professional tutor to get the answer.
I've used put call parity equation to solve this question and got the answer to be $1.64. but the correct answer seems to be $1.62 - can anyone
I've used put call parity equation to solve this question and got the answer to be $1.64.
but the correct answer seems to be $1.62 - can anyone please show me the correct calculation for this?
Q: price of a European put on a futures,
if the call = $6.55,
the continuously compounded risk-free rate = 5.6%
futures price = $80
exercise price = $75
time to expiration = 3 months.