Given the following information, determine the value of a call on an index futures contract.

Futures price= 1680

Call Exercise Price= 1650

Dividend yield= 6%

Maturity= 30 days

rf interest rate= 4%

Estimate volatility= 25%

Determine the profit/loss to the long and short position if at maturity the futures at the following.

i)1635

ii)1650

iii)1682