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A futures price is currently 65, its volatility is 22% per annum, and the risk-free interest rate is 5.5% per annum. What is the value

A futures price is currently 65, its volatility is 22% per annum, and the risk-free interest rate is 5.5% per annum. What is the value of a five-month European put on the futures with a strike price of 60?

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