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75. Using a two-step tree, value an American put option on a futures contract, where the strike price and the futures price are $50, the

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75. Using a two-step tree, value an American put option on a futures contract, where the strike price and the futures price are $50, the risk-free rate is 10%, the time to maturity is 6 months, and the volatility is 40% per annum. 2

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