18.5. Calculate the price of a nine-month American call option on corn futures when the current futures
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18.5. Calculate the price of a nine-month American call option on corn futures when the current futures price is 198 cents, 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 step of three months.
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