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Compute the price of a European put option on a futures given the following specifications: the option maturity is 2 months; the risk-free interest rate

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Compute the price of a European put option on a futures given the following specifications: the option maturity is 2 months; the risk-free interest rate is 16% per annum; the strike price is $90; the futures volatility is 26% per annum; the current futures price is $55

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