Assume that interest rate is 10% (=0.10). time to expiration is 180 days, and the current price of the July gasoline contract is USD 3.15/gal. Compute the values of a 3.00 call and a 3.00 put using Black's option pricing model. Use the historical gasoline futures prices below to obtain the needed volatility estimate! You can solve this by hand or with a spreadsheet program such as Excel. If you chose to use a spreadsheet program, you need to turn in a printout of your work. Furthermore, indicate at each step what you did. Also, please write down the formula for each cell next to it so that it is clear what you calculated at each stage of the computation. observation futures closing price In (R.) In (R.) - m)"2 3.070 3.044 3.071 3.011 3.099 3.067 3.048 3.022 3.021 3.032 3.020 12 3.021 3.020 14 3.059 15 3.050 16 3.064 17 3.005 18 3.000 19 3.040 20 3.011 21 3.069 22 3.039 23 3.068 24 3.011 25 3.098 26 3.033 27 3.091 28 3.055 29 3.088 30 3.055 31 3.003