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Home / Questions / The futures price of a commodity is $90 Use a three-step tree to value a A nine month Ame...

The futures price of a commodity is $90 Use a three-step tree to value a A nine month American call option with strike price $93 b A nine month American put option with strike price

The futures price of a commodity is $90. Use a three-step tree to value (a) A nine-month American call option with strike price $93 (b) A nine-month American put option with strike price $93. The volatility is 28% and the risk-free rate (all maturities) is 3% with continuous compounding.
 

Apr 30 2020 View more View Less

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