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I am a little confused about how options are treated in the exam. I have just done an example question (Cocoa-Mocha-Chai) on FOREX hedging and options are treated as if they are options on the currency itself, but other questions (Lurgshall Co) treated interest rate options as options on futures contracts.
I asked Grok about this and was told that AFM always treats interest rate options as options on interest rate futures, but not so with FOREX options.
Is that true?
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