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please help me answer the following question. please type your answer. thank you
Problem 8 A futures price is currently 60 and its volatility is 25%. The risk-free interest rate is 10% per year. Use a two-step binomial tree to calculate the value of a six-month European call option on the futures with a strike price of 60. If the call were American, would it ever be worth exercising it early? Explain the answers with the appropriate calculations
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