Calculate the price of a nine-month american call option on, Civil Engineering

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Calculate the price of a nine-month american call option on

Calculate the price of a nine-month American call option on corn futures when the current futures price is 198 cents, the strike price is 200 cents, the risk-free interest rate is 8% per annum, and the volatility is 30% per annum. Use a binomial tree with a time step of three months.

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