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Posted: **Tue Apr 26, 2022 11:15 am**

: What Is The Value Of A European Call Futures Option Where The Futures Price Is 50 The Strike Price Is 50 The Risk Free 1 (29.35 KiB) Viewed 38 times

What is the value of a European call futures option where the futures price is 50, the strike price is 50, the risk-free rate is 5%, the volatility is 20% and the time to maturity is three months ? O a. 49.38N(0.05)-49.38N(-0.05) b. 50N(0.05)-50N(-0.05) c. 49.38N(0.1)-49.38N(-0.1)