medium · FRM Part 1 Financial Markets and Products
On a currency pair, r_d = 2%, r_f = 6%, S_0 = 1.50, and T = 0.5. If a 1.50 strike European call trades at 0.05, find the put premium p.
- 0.0792
- 0.1012
- 0.0500
- 0.0208
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