Consider an 8-month European put option on a Treasury bond t

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Consider an 8-month European put option on a Treasury bond that currently has 14.25 years to maturity. The current cash

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Consider an 8-month European put option on a Treasury bond that currently has 14.25 years to maturity. The current cash bond price is $910, the exercise price is $900, and the volatility for the bond price is 10% per annum. A coupon of $35 will be paid by the bond in 3 months. The risk-free interest rate is 8% for all maturities up to 1 year. Use Black

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