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12. Find the price of a European call option on a futures if the put option is priced at 4.45, the futures is at 115.65,

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12. Find the price of a European call option on a futures if the put option is priced at 4.45, the futures is at 115.65, the exercise price is 115, the time to expiration is 65 days and the discrete risk-free interest rate is 8.75 percent a. $110.55 b. $4.45 c. $3.81 d. $5.09 e. none of the above

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