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Question--Compute the fair value of an American call option with strikeK = 110 K=110and maturity n = 10 n=10periods where the option is written on

Question--Compute the fair value of an American call option with strikeK = 110

K=110and maturity

n = 10

n=10periods where the option is written on a futures contract that expires after

15 periods. The futures contract is on the same underlying security of the previous

questions.What is the earliest time period in which youmightwant to exercise the American

futures option ?

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