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

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

Find the price for a 3-strike call option on the future.

A) .287 B) .274 C) .259 D) .243 E) .227

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