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# 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 inte...

## 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. #### Similar Solved Questions

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386 i0 [ Asupemty (eccros 1 3 conidenca 1 Step 1 1 Inentl IorIne 2 1 costior _ t storld 5 1 1 Scquibor H dran ccnnder-e pocuImDn g aporoximna E}a 1 1 1 aakn 01Ju ELJOU 1 1 1 1 0 1 1 Pedkex...
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