Q#14 (12 points). A futures price is currently $25, its volatility (o) is 30% per annum, and the interest rate is 10% per annum. What is the value of a nine-month European call on the futures 0 = 0.3 strike price of $26 according to the BSM option pricing model? (Hint: in BSM model for futures T- T=0.75 S is replaced by futures price and dividend yield q is replaced by r.) K 76 S = 25 strick price: 6 gereol fatme price is po 2120)+( 22075