Financial risk management-
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Calculate the implied volatility of soybean futures prices from the following information
concerning a European put on soybean futures:
Current futures price 525
Exercise price 525
Risk-free rate 6% per annum
Time to maturity 5 months
Put price 20
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Solution Summary
This solution calculates an implied volatility on a futures prices given a current futures price, exercise price, risk-free rate, time to maturity and put price.
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