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P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35

P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35

International Financial Management
International Financial Management
14th Edition
ISBN:9780357130698
Author:Madura
Publisher:Madura
Chapter5: Currency Derivatives
Section: Chapter Questions
Problem 27QA
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P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
Transcribed Image Text:P2: Given the following information, how much would you have paid on September 16 to purchase a British pound call option contract with a strike price of 155 and a maturity of October? Notice that the contract size is £31, 250. P3: Using the data in Problem 2, how much would you have paid to purchase an Australian dollar put option contract with a strike price of 65 and an October maturity? Data for September 16 ง Calls Puts 50,000 Australian dollar options (cents per unit) 64 Oct 0.48 65 Oct 0.90 67 Oct 0.22 31,250 British pounds (cents per unit) 152.5 Dec 4.10 155 Oct 3.62 1.50 155 Nov 2.35
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