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The current futures price is 1 0 0 + 4 In the first period, the futures price can either go up 4 0 % or

The current futures price is 100+4 In the first period, the futures price can either go up 40% or down 30%.
The riskless rate is (10+1)%. In the second period, the futures price can either go up 30% or down 20%.
The riskless rate is (5+4)%.
Find the price of a futures call maturing in two periods with a strike price 110.

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