In March, a company is evaluating the possibility of borrowing $50 million in July, the loan would be for 90 days. The interest rate in July can reach 1.5% with probability 0.4 or 3.5% with probability 0.6. The company can enter, in March, into a futures contract maturing in July, whose settlement price is 97.41. Should the company enter into the futures contract? Use the average and standard deviation of the loan with and without futures to support your recommendation.