Chartered Financial Analyst Level 1
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An analyst gathers the following data for a 2-year option contract:
Forward price 1.2000 USD/EUR Strike price 1.2250 USD/EUR Risk-free rate 5% Call premium 0.0500 USD/EUR
USD/EUR is the amount of USD per 1 EUR
The put premium is closest to:
An analyst gathers the following data for a 2-year option contract:
| Forward price | 1.2000 USD/EUR |
|---|---|
| Strike price | 1.2250 USD/EUR |
| Risk-free rate | 5% |
| Call premium | 0.0500 USD/EUR |
USD/EUR is the amount of USD per 1 EUR
The put premium is closest to:
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A
0.0273 USD/EUR.
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