Future stock prices are modeled with a l-period binomial tree, with each period one year. Consider a European call option on a future contract on the stock expiring in 1 year. You are given: (1) The tree is constructed based on forward prices. (ii) The price of the underlying stock is 200. (iii) The underlying stock pays no dividends (iv) The underlying futures contract is a 1-year contract. (v) The strike price is 210. (vi) The continuously compounded risk-free interest rate is 5%. (vii) O=0.2 Determine the option premium. Future stock prices are modeled with a l-period binomial tree, with each period one year. Consider a European call option on a future contract on the stock expiring in 1 year. You are given: (1) The tree is constructed based on forward prices. (ii) The price of the underlying stock is 200. (iii) The underlying stock pays no dividends (iv) The underlying futures contract is a 1-year contract. (v) The strike price is 210. (vi) The continuously compounded risk-free interest rate is 5%. (vii) O=0.2 Determine the option premium