Why should I choose AnalystNotes?
Simply put: AnalystNotes offers the best value and the best product available to help you pass your exams.
Basic Question 3 of 12
A put option on futures, based on the Black model, is a ______ component minus a ______ component.
B. bond; futures
C. futures; stock
A. stock; bond
B. bond; futures
C. futures; stock
User Contributed Comments 0
You need to log in first to add your comment.
You have a wonderful website and definitely should take some credit for your members' outstanding grades.
Colin Sampaleanu
Learning Outcome Statements
describe how the Black model is used to value European options on futures;
describe how the Black model is used to value European interest rate options and European swaptions;
CFA® 2025 Level II Curriculum, Volume 5, Module 32.