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Find the price of 6-month call option with strike price of $105 on 18-month Futures contract if the current Futures price is $100 and with
Find the price of 6-month call option with strike price of $105 on 18-month Futures contract if the current Futures price is $100 and with and each six month it can increase or decrease by 10%. The risk-free interest rate is 7%. IMPORTANT: it is option on Futures.
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