Compute the fair value of an American call option with strikeK=110and maturityn=10periods where the option is written on a futures contract that expires after15 periods. The futures contract is on the same underlying security of the previous questions.

Info:

building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with:T=.25years,S0=100,r=2%,=30%

and a dividend yield ofc=1%.