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Suppose there is a futures call option with a price of $15. The strike price...

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Finance

Suppose there is a futures call option with a price of $15. The strike price of the option is $100 and it has 1 year until maturity. Current futures price is $105 and risk-free rate is 5%. What is the price of a futures put option with the same strike price ($100) and time (1 year) to maturity? (The futures options are European, and the futures contract does not have storage cost or convenience yield.)

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