Question: Repeat Problem 11.20 for an American put option on a futures contract. The strike price and the futures price are $50, the risk-free rate is

Repeat Problem 11.20 for an American put option on a futures contract. The strike price and the futures price are $50, the risk-free rate is 10%, the time to maturity is six months, and the volatility is 40% per annum.

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