## Question

###### Calculate the price of a 9 -month American call option on com 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 interval of 3 months.

Calculate the price of a 9 -month American call option on com 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 interval of 3 months.

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