Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum. A
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Suppose that a futures price is currently 30. The risk-free interest rate is 5% per annum. A 3-month American call futures option with a strike price of 28 is worth 4. Calculate bounds for the price of a 3-month American put futures option with a strike price of 28.
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