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Question The one-year futures price for a commodity is F = 3, and the volatility is .25. The continuous risk-free rate is 4%. Find the

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Question The one-year futures price for a commodity is F = 3, and the volatility is .25. The continuous risk-free rate is 4%. Find the price of a 3-strike European call option on the future that expires in one year.. Possible Answers A 0.287 B 0.274 C 0.259 D 0.243 E 0.227 Question The one-year futures price for a commodity is F = 3, and the volatility is .25. The continuous risk-free rate is 4%. Find the price of a 3-strike European call option on the future that expires in one year.. Possible Answers A 0.287 B 0.274 C 0.259 D 0.243 E 0.227

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