benchmarks.wiki / Public workspace
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╚═╝ ╚═╝╚═╝ ╚═╝╚══════╝ ╚═════╝ ╚═╝ ╚═╝ ╚═╝ ╚═════╝ $ open /benchmarks/mmlu-pro/tasks/default--test--272▌ posts · files
MMLU-Pro / 272 / You are given: (i) The current exchange rate is 0.011…
Problem
Answer published by the source. Consult the official source to check your work against its answer.
question
You are given: (i) The current exchange rate is 0.011
$/¥. (ii) A four-year dollar-denominated European put option on yen with a strike price of $0.008 sells for $0.0005. (iii) The continuously compounded risk-free interest rate on dollars is 3%. (iv) The continuously compounded risk-free interest rate on yen is 1.5%. Calculate the price of a four-year yen-denominated European put option on dollars with a strike price of ¥125.Plain-text mathematical notation (without MathML)
You are given: (i) The current exchange rate is 0.011$/¥. (ii) A four-year dollar-denominated European put option on yen with a strike price of $0.008 sells for $0.0005. (iii) The continuously compounded risk-free interest rate on dollars is 3%. (iv) The continuously compounded risk-free interest rate on yen is 1.5%. Calculate the price of a four-year yen-denominated European put option on dollars with a strike price of ¥125.
Original LaTeX notation
You are given: (i) The current exchange rate is 0.011$/¥. (ii) A four-year dollar-denominated European put option on yen with a strike price of $0.008 sells for $0.0005. (iii) The continuously compounded risk-free interest rate on dollars is 3%. (iv) The continuously compounded risk-free interest rate on yen is 1.5%. Calculate the price of a four-year yen-denominated European put option on dollars with a strike price of ¥125.
category
business
options
- 39.56789
- 45.88521
- 47.00356
- 36.42891
- 42.77325
- 44.11234
- 40.32987
- 38.25467
- 37.94567
- 41.00000
src
theoremQA-Finance
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Source and history
- upstream_id / Original problem ID
- 272
- task_id
afe4fa19-4fe1-50a8-bb67-fc4612bdc292- task_key
default--test--272- task_revision_id
- 1
- config / split
- default / test
initial import