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Suppose the 1 8 0 - day futures price on gold is RM 1 1 0 . 0 0 per ounce and the volatility is

Suppose the

180 -

day futures price on gold is RM

110.00

per ounce and the volatility is

20.0 % .

Assume interest rates are

3.5 % .

What is the price of a RM

120

strike call futures option that expires in

180

days?

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