(Solution) - A There is an obvious mistake in the put price -(2025 Original AI-Free Solution)

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Academic Level: Undergrad. (yrs 3-4)

Paper Format: APA

Pages: 5 Words: 1375

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a. There is an obvious mistake in the put price data? correct that first.
b. Identify which puts are in- the- money, at- the- money, and out- of- the-money.
c. If you exercise a put with a strike price of 1,835, what is your payoff, and what are your holdings of the futures contract?
d. For this put option on gold futures, what is the intrinsic value, and what is the time value?