s 1-8 should be answered by building a 15-period binomial model whose parameters should be calibrated to a Black-Scholes geometric Brownian motion model with: T = . 25T=.25 years, S_{0} = 100S0=100, r = 2\%r=2%, \sigma = 30\%=30% and a dividend yield of c = 1\%.c=1%. Compute the fair value of an American call option with strike K = 110K=110 and maturity n = 10n=10 periods 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