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Find the price of an American call option on a futures if the current spot price is 3 0 , the exercise price is 2
Find the price of an American call option on a futures if the current spot price is the
exercise price is the futures price is the riskfree interest rate is percent, the spot
asset can go up by percent or down by percent per period and the call expires in two
periods, which is also when the futures expires.
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