It is expected to move up to 44 cents or down to 34 cents

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A futures price is currently 40 cents. It is expected to move up to 44 cents or down to 34 cents in the next six months. The risk-free interest rate is 6%. What is the value of a six month call.

Reference no: EM13478437

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It is expected to move up to 44 cents or down to 34 cents : a futures price is currently 40 cents. it is expected to move up to 44 cents or down to 34 cents in the next six
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