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Derivative Tutorial

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Tutorial 2 – Chapter 3 Insurance, Collars and Other Strategies
For the following problems, assume following:For the following problems, assume following:For the following problems, assume following:For the following problems, assume following: For the following problems, assume following:For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following: For the following problems, assume following:
Effective Effective EffectiveEffective 6-month interest rate: 2% month interest rate: 2% month interest rate: 2%month interest rate: 2% month interest rate: 2%month interest rate: 2% month interest rate: 2%
S&R 6S&R 6S&R 6S&R 6 -month forward price: $1020 month forward price: $1020 month forward price: $1020 month forward price: $1020 month forward price: $1020 month forward price: $1020
Premiums for S&R options with 6 months to expiration:Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration:Premiums for S&R options with 6 months to expiration:Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R options with 6 months to expiration: Premiums for S&R

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