Consider a European call option with maturity 6 months and an underlying commodity with price at time
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Consider a European call option with maturity 6 months and an underlying commodity with price at time 0 equal to $100, volatility 30% and expected return 5%. Given the interest rate is 3%, the strike price is $90. Determine the European call option price through the Monte Carlo simulation by implementing 10 tree time steps and 500 simulations.
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