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is 22. The three-month futures price of silver is $12, the strike price is $13, the risk-free rate 4% and the volatility ofthe price of

is 22. The three-month futures price of silver is $12, the strike price is $13, the risk-free rate 4% and the volatility ofthe price of silver is 25%. Calculate the price ofa three-month European call option on the spot value of silver

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