$3.$ Given the following information:

$\backslash$sigma A $=0\mathrm{.}50$

$$ Rf $=2\%$

$$ Price on crude oil futures expiring in $30$ days $=$ $$10$

$$ European call and put options on crude oil futures, each with exercise price of $$20$ and expiration of $30$ days

Using the Black OPM Excel program, determine the equilibrium futures call and put prices.