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19. What is the value of a European call futures option where the futures price is 50, the strike price is 50, the risk-free rate

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What is the value of a European call futures option where the futures price is 50, the strike price is 50, the risk-free rate is 5%, the volatility is 20% and the time to maturity is three months ? O a. 49.38N(0.05)-49.38N(-0.05) b. 50N(0.05)-50N(-0.05) c. 49.38N(0.1)-49.38N(-0.1)

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