A 3-month American call option on a futures contract is modeled with a 3-period binomial tree. You are given:

(i) The binomial tree (CRR method) is based on the futures contract;

(ii) The continuously compounded risk-free rate is 5%;

(iii) The strike price is 60;

(iv) Currently, the futures contract price is 60;

(v) = 0.3.

Determine the call option price.