Find the price of a european call on a futures contract

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Find the price of a European call on a futures contract if the futures price is $106, the exercise price is $100, the continuously compounded risk-free rate is 7.2 percent, the volatility is 0.41 and the call expires in six months. A. $14.57, B. $17.04, C. $6.00, D. $19.78. E. none of the above.

Reference no: EM13269385

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