Calculate the price of a 9-month American call option on corn futures when the current futures price
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Calculate the price of a 9-month American call option on corn futures when the current futures price is 198 ceats, the strike price is 200 cents, the risk free interest rate is 8% per annum, and the volatility is 30% per annum. Use a binomial tree with a time interval of 3 months
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