A futures price is currently 60 and its volatility is 30, Financial Management

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A futures price is currently 60 and its volatility is 30

A futures price is currently $60 and its volatility is 30% per year. The continuously compounded risk-free interest rate is 8% per year. Use a one-step binomial tree to calculate the value of a 3-month European call option on the futures with a strike price of 60. Show your tree and calculations.

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Financial Management: A futures price is currently 60 and its volatility is 30

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