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3. Pricing a forward. Assume that, the market contains one single risky iLsset with price process governed by the Black-Scholes model dS't + 0StdBt,

3. Pricing a forward. Assume that, the market contains one single risky iLsset with price process governed by the Black-Scholes model dS't + 0StdBt, and the interest, rate r is constant. There is a forward contract on the risky asset, with maturity "1" > O. What is the price of a European call option on the forward contract, with maturity T < T' and strike K

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