4, A stock XYZ pays dividends at the continuously compounded rate of 5%. Currently the stock is trading for $70. The continuously compounded risk-free interest rate is 9%. The volatility relevant for the Black-Scholes equation is 30%. Find the Black-Scholes of a European call on futures contracts on XYZ stock with strike price $65 and expiration of six months. Hint: $9.105 la 59, 103on XZ stock wih strike prite sd t an dac