13.22. Use the DerivaGem software to calculate implied volatilities for the May options on corn futures in Table 13.3. Assume the futures prices in Table 2.2 apply and that the risk-free rate is 5% per annum. Treat the options as American and use 100 time steps. The options mature on April 21, 2001. Can you draw any conclusions from the pattern of implied volatilities you obtain?