(a) (7' points) Let P60 denote the stock price in 60 days. Compute Efpaol and Var[Pm]. You should obtain these values analytically, without the use of Monte-Carlo. Cb) (3 points) You are offered a futures contract with the following terms: The maturity date is 60 days, strike price is 100$, and cost is 533. Compute the expectation and variance of the returns from buying this futures contract. You should obtain these values analytically, without the use of Monte-Carlo. (c) You are offered an American call option with the following terms: The maturity date is 60 days, strike price is 100$, and the cost is 653