- This topic has 1 reply, 2 voices, and was last updated 11 years ago by
.
Viewing 2 posts - 1 through 2 (of 2 total)
- Posts
Question 2 (b)
1. Under the section of using collar, interest rates decrease by 0.5% to 2.8%:
Assume that the future price is 95.50, then the put option will be exercise, will the calculation change to “gain on exercise” by (50 x 25 x 37)?
Viewing 2 posts - 1 through 2 (of 2 total)
- You must be logged in to reply to this topic.