Can you please show calculations.

Saved we Assignment 0 Gasworks, Inc., has been approached to sell up to 4.6 million gallons of gasoline in three months at a price of $3.70 per gallon. Gasoline is currently selling on the wholesale market at $3.40 per gallon and has a standard deviation of 63 percent. If the risk-free rate is 5 percent per year, what is the value of this option? Use the two- state model to value the real option. (Do not round intermediate calculations and enter your answer in dollars, not millions of dollars, rounded to 2 decimal places, e.g., 1,234,567.89.) Value of contract