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A European-style call option-on-futures contract has 3 months until expiration. The annualized risk-free rate in the economy is 3.3%. The call has a strike price

A European-style call option-on-futures contract has 3 months until expiration. The annualized risk-free rate in the economy is 3.3%. The call has a strike price of $58 and newly-created futures contracts on the same underlying asset are priced at $59.83. What is the minimum value of this call option?

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