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Compute the price of an American call option on the price of a zero-coupon bond (ZCB) that matures at time t = 10 and that

Compute the price of an American call option on the price of a zero-coupon bond (ZCB) that matures at timet=10and that has face value 100.. The option has expirationt=6and strike=80.

Submission Guideline:Give your answer rounded to 2 decimal places. For example, if you compute the answer to be 73.2367%, submit 73.24.

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