Q2, Mock2 bpp (Autocrat)

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March 5, 2017 at 9:47 am #375672
mansoor
Participant
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currency options:

in the answer in the kit, he is referring to the spot after 3 months (1.435) as the strike price, whereas the call/put table in the question the strike prices are 1.45/1.46/1.47.

is that a typo on bpp’s part?
March 5, 2017 at 10:11 am #375690
John Moffat
Keymaster
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It is a typo!

Where they have typed ‘futures price’ they should have typed ‘strike price’.

Also, both in the table and in the two lines above, instead of ‘strike price’ they should have typed ‘spot rate’.

Very confusing of them 🙁
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