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Consider a European call on HenryHub natural gas futures with three months to maturity and a strike price of 2.65.If the riskless interest rate is

Consider a European call on HenryHub natural gas futures with three months to maturity and a strike price of 2.65.If the riskless interest rate is 3% and the current futures price for HenryHub natural gas is 2.75 then the price of the call must be AT LEAST how much?

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