1. (20 points) A. Suppose that wheat futures obey the Black-Scholes model with r = .02, o=0.4, and FO) = 600. Find the value of the futures price in nine months that will result in strike 600 call on wheat futures expiring in nine months to result in a profit of 0. 1. (20 points) A. Suppose that wheat futures obey the Black-Scholes model with r = .02, o=0.4, and FO) = 600. Find the value of the futures price in nine months that will result in strike 600 call on wheat futures expiring in nine months to result in a profit of 0