Test bank fundamentals of futures and options markets 7e by hull chapter 15

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... rate (d) none of the above The put call parity formula for options on a currency is the same as that for options on a non-dividend-paying stock except that qT (a) S0 is replaced by S0e rT (b)... stock except that qT (a) S0 is replaced by S0e rT (b) S0 is replaced by S0e −qT (c) S0 is replaced by S0e −rT (d) S0 is replaced by S0e ... risk-free rate is 5% per annum, and the foreign risk-free rate is 3% per annum What is a lower bound to the option price? (Give four decimal places.) _ _ _ _ _ _ Options on an exchange rate can
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